Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
The performance of generalised autoregressive conditional heteroscedasticity (GARCH) model and its modifications in forecasting stock market volatility are evaluated using the rate of returns from the daily stock market indices of Kuala Lumpur Stock Exchange (KLSE). These indices include Composi...
| मुख्य लेखक: | Choo, Wei Chong |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी अंग्रेज़ी |
| प्रकाशित: |
1998
|
| विषय: | |
| ऑनलाइन पहुंच: | http://psasir.upm.edu.my/id/eprint/11298/1/FSAS_1998_1_A.pdf |
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समान संसाधन
-
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
द्वारा: Aru Bol, Victoria Samuel
प्रकाशित: (2001) -
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
द्वारा: Thuraisingham, Jeyanthi
प्रकाशित: (2001) -
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
द्वारा: Md Nassir, Annuar
प्रकाशित: (1991) -
The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run
Performance of IPOs
द्वारा: Tapa, Afiruddin
प्रकाशित: (2003) -
The Evidence of Size Effect During Bull and Bear Markets
द्वारा: Mohd Yacob, Nathrah
प्रकाशित: (2006)