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Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence from ASEAN Stock Markets

机译：基于GARCH，EGARCH和GJR模型的最小二乘支持向量机金融波动预测：来自东盟股市的证据

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Hengshan Wang; Phichhang Ou;
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1. Forecasting volatility with support vector machine-based GARCH model [J] . Chen S., H?rdle W.K., Jeong K. Journal of Forecasting . 2010,第4期

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2. Big data analytics for financial Market volatility forecast based on support vector machine* [J] . Yang Rongjun, Yu Lin, Zhao Yuanjun, International Journal of Information Management . 2020,第Feba期

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3. A support vector machine based MSM model for financial short-term volatility forecasting [J] . Baohua Wang, Hejiao Huang, Xiaolong Wang Neural Computing and Applications . 2013,第1期

机译：基于支持向量机的MSM模型用于金融短期波动率预测
4. Least Squares Support Vector Regression Based CARRX Model for Stock Index Volatility Forecasting [C] . Geng Liyan, Ma Junhai International Seminar on Future Information Technology and Management Engineering . 2008

机译：最小二乘支持向量基于矢量回归的Carrx模型，用于股票指数波动预测
5. Analysis of the financial liberalization, Asian financial crisis, and the stock market in Taiwan: Evidence with an EGARCH model (China). [D] . Chang, Ching-Chih. 2004

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6. Using Internet Search Trends and Historical Trading Data for Predicting Stock Markets by the Least Squares Support Vector Regression Model [O] . Ping-Feng Pai, Ling-Chuang Hong, Kuo-Ping Lin 2018

机译：最小二乘支持向量回归模型用于使用Internet搜索趋势和历史交易数据预测股市
7. Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence from Nikkei 225 Stock Index [O] . Md. Ashraful Islam Khan 2011

机译：非线性支持向量机异质自回归模型的金融波动预测：基于日经225指数的证据

Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence from ASEAN Stock Markets

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