Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility

Copyright © 2017 Inderscience Enterprises Ltd. The main reason for using Bayesian approach and Pickands's dependent function for prediction and estimation in this research is the beginning of the multiplex econometric methods. The multiplex econometric examination resulted that predictive value...

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Bibliographic Details
Main Authors: Chukiat Chaiboonsri, Prasert Chaitip
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85014124087&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/56864
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Institution: Chiang Mai University