Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence from ASEAN Stock Markets
- 期刊名称International Journal of Economics and Finance
- 作者Ou, Phichhang; Wang, Hengshan
- 卷第2卷
- 期第1期
- 印刷ISSN1916-971X
- 电子ISSN1916-9728
- 文件大小456.96KB
- 发表时间2010-01-12
- DOI10.5539/ijef.v2n1p51
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