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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Main Authors: | Chukiat Chaiboonsri, Prasert Chaitip |
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Format: | Journal |
Published: |
2018
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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 |
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