2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors

Francesco Guidi and Rakesh Gupta

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: ASEAN; leverage effect; forecast (search for similar items in EconPapers)
JEL-codes: G15 G17 (search for similar items in EconPapers)
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