Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and China

• المؤلفون الرئيسيون: Krit Lattayaporn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Computer Science; Mathematics
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005965302&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/55573
• المؤسسة: Chiang Mai University

© Springer International Publishing AG 2016. A benefit of portfolio diversification has been designated as evidence showing a low level of stock market interdependence. Therefore, this study aims at examining the interdependence of ASEAN-5 stock markets and the US, Japan, and China in order to incre...