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Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China.
Krit Lattayaporn
Jianxu Liu
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
Published in:
IUKM (2016)
Keyphrases
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stock market
monetary policy
short term
financial time series
exchange rate
stock returns
foreign exchange
long term
garch model
stock index
developed countries
stock exchange
financial data
technical indicators
stock price
non stationary
trading strategies
trading systems
long run
stock trading
stock market data