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Publications by Phichhang Ou

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

International Journal of Economics and Finance

English

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Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence From Nikkei 225 Stock Index

International Journal of Economics and Finance

English

Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

International Journal of Economics and Finance

English

Support Vector Regression Based GARCH Model With Application to Forecasting Volatility of Financial Returns

SSRN Electronic Journal

English

River Flow Forecasting: A Hybrid Model of Self Organizing Maps and Least Square Support Vector Machine

Hydrology and Earth System Sciences Discussions

Earth-Surface Processes

Planetary Sciences

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Assessment of Transient Stability Through Coherent Machine Identification by Using Least-Square Support Vector Machine

Modelling and Simulation in Engineering

Computer Science Applications

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Modeling Volatility in the Stock Markets Using GARCH Models: European Emerging Economies and Turkey

International Journal of Economics and Business Administration

English

Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

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Estimating Stock Market Volatility Using Asymmetric GARCH Models

Applied Financial Economics

English

Modeling Stock Markets’ Volatility Using GARCH Models With Normal, Student’s T and Stable Paretian Distributions

Statistical Papers

English