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...
| 第一著者: | Choo, Wei Chong |
|---|---|
| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
1998
|
| 主題: | |
| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/11298/1/FSAS_1998_1_A.pdf |
類似資料
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
著者:: Aru Bol, Victoria Samuel
出版事項: (2001)
著者:: Aru Bol, Victoria Samuel
出版事項: (2001)
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
著者:: Thuraisingham, Jeyanthi
出版事項: (2001)
著者:: Thuraisingham, Jeyanthi
出版事項: (2001)
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
著者:: Md Nassir, Annuar
出版事項: (1991)
著者:: Md Nassir, Annuar
出版事項: (1991)
The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run
Performance of IPOs
著者:: Tapa, Afiruddin
出版事項: (2003)
著者:: Tapa, Afiruddin
出版事項: (2003)
The Evidence of Size Effect During Bull and Bear Markets
著者:: Mohd Yacob, Nathrah
出版事項: (2006)
著者:: Mohd Yacob, Nathrah
出版事項: (2006)
Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
著者:: Saizal Pinjaman
出版事項: (2017)
著者:: Saizal Pinjaman
出版事項: (2017)
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
著者:: Abdullah, Mahdhir
出版事項: (2001)
著者:: Abdullah, Mahdhir
出版事項: (2001)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
著者:: Selamat, Zarehan
出版事項: (2001)
著者:: Selamat, Zarehan
出版事項: (2001)
Dividend study with alternative tests, panel data analysis and panel generalised autoregressive conditional heteroscedasticity
著者:: Ng, Chee Pung
出版事項: (2017)
著者:: Ng, Chee Pung
出版事項: (2017)
Effects of financial leverage on stock returns in Bursa Malaysia
著者:: Lau, Wei Theng
出版事項: (2016)
著者:: Lau, Wei Theng
出版事項: (2016)
Modelling and Forecasting the Kuala Lumpur Composite Index Rate of Returns Using Generalised Autoregressive Conditional Heteroscedasticity Models
著者:: Abdul Muthalib, Maiyastri
出版事項: (2004)
著者:: Abdul Muthalib, Maiyastri
出版事項: (2004)
Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
著者:: Erfanian, Azadeh
出版事項: (2015)
著者:: Erfanian, Azadeh
出版事項: (2015)
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
著者:: Zakaria, Azhar
出版事項: (2006)
著者:: Zakaria, Azhar
出版事項: (2006)
Perhiburan Subbudaya Punk Dalam Kalangan Remaja Melayu Kuala Lumpur
著者:: Abdullah, Asharil Suhardi
出版事項: (2005)
著者:: Abdullah, Asharil Suhardi
出版事項: (2005)
A study of colour scheme of heritage shop houses, case study : Jalan Tunku Abdul Rahman, Kuala Lumpur / Nur Fisya Fishol Hamdi
著者:: Fishol Hamdi, Nur Fisya
出版事項: (2011)
著者:: Fishol Hamdi, Nur Fisya
出版事項: (2011)
Foreign ownership and the liquidity of Malaysian stocks
著者:: Thian, Tze Chung
出版事項: (2012)
著者:: Thian, Tze Chung
出版事項: (2012)
Foreign ownership and the informational efficiency of Malaysian stocks
著者:: Chang, Kwok Boon
出版事項: (2012)
著者:: Chang, Kwok Boon
出版事項: (2012)
Stock market and economic growth of Malaysia, Thailand and Indonesia
著者:: Hii Hie Ping
出版事項: (2016)
著者:: Hii Hie Ping
出版事項: (2016)
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
著者:: Mokhtar, Suraya Hanim
出版事項: (2006)
著者:: Mokhtar, Suraya Hanim
出版事項: (2006)
Testing the arbitrage pricing theory on the Tehran stock exchange
著者:: Sabetfar, Pooyar
出版事項: (2011)
著者:: Sabetfar, Pooyar
出版事項: (2011)
Characteristics and Coping Patterns of Young Adult Prostitute Mothers in Kuala Lumpur, and Factors Contributing to their Involvement
著者:: Jacob, Rose
出版事項: (2008)
著者:: Jacob, Rose
出版事項: (2008)
The Propensity to Leave The Organization Among the Staff of Hotel Industry in Kuala Lumpur
著者:: Lim, Lai Choon
出版事項: (2002)
著者:: Lim, Lai Choon
出版事項: (2002)
An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
著者:: Haniff, Mohd Nizal
出版事項: (2000)
著者:: Haniff, Mohd Nizal
出版事項: (2000)
A multidimensional study of weak-form efficiency for finance stocks in Malaysia
著者:: Kok, Sook Ching
出版事項: (2017)
著者:: Kok, Sook Ching
出版事項: (2017)
Climate risk mapping of dengue and malaria cases in Kuala Lumpur and Selangor, Malaysia
著者:: Hassan, Hafiz
出版事項: (2013)
著者:: Hassan, Hafiz
出版事項: (2013)
Tree health assessment and maintenance practices in Taman Tasik Titiwangsa, Kuala Lumpur
著者:: Badrulhisham, Norainiratna
出版事項: (2013)
著者:: Badrulhisham, Norainiratna
出版事項: (2013)
Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
著者:: Sarmidi, Tamat
出版事項: (1998)
著者:: Sarmidi, Tamat
出版事項: (1998)
Co-movement and performance of conventional and Islamic stock markets in selected countries
著者:: Sahabuddin, Mohammad
出版事項: (2020)
著者:: Sahabuddin, Mohammad
出版事項: (2020)
Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
著者:: Abdul Hamit, Ahmad Fauze
出版事項: (2018)
著者:: Abdul Hamit, Ahmad Fauze
出版事項: (2018)
Influence Of Media Viewing Habits On Attitude Towards Aggression Among Schoolboys At International Schools In Kuala Lumpur.
著者:: Azarian, Zoheir Sabaghpour
出版事項: (2009)
著者:: Azarian, Zoheir Sabaghpour
出版事項: (2009)
Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
著者:: Hooy, Chee Wooi
出版事項: (2002)
著者:: Hooy, Chee Wooi
出版事項: (2002)
The Quality of Parent-Child Relationships among Delinquent Female Adolescents in Kuala Lumpur
著者:: Jaafar, Juliana Rosmidah
出版事項: (2005)
著者:: Jaafar, Juliana Rosmidah
出版事項: (2005)
Kesan intervensi imbangan dan kawalan postur terhadap perkembangan motor kasar kanak-kanak sindrom down di Wilayah Persekutuan Kuala Lumpur
著者:: Teng, Siew Lian
出版事項: (2012)
著者:: Teng, Siew Lian
出版事項: (2012)
Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
著者:: Pek, Thian Kor
出版事項: (2001)
著者:: Pek, Thian Kor
出版事項: (2001)
Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
著者:: Amin, Masoud Yousefi
出版事項: (2011)
著者:: Amin, Masoud Yousefi
出版事項: (2011)
Perceptions of intelligent building in Malaysia : case study of Kuala Lumpur / Omar Jamaludin
著者:: Jamaludin, Omar
出版事項: (2011)
著者:: Jamaludin, Omar
出版事項: (2011)
Efficiency and effectiveness of hotels in Kuala Lumpur and factors affecting their performance
著者:: Rahmati, Elham
出版事項: (2015)
著者:: Rahmati, Elham
出版事項: (2015)
Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
著者:: Mohamad Anwar, Nazratul Aina
出版事項: (2015)
著者:: Mohamad Anwar, Nazratul Aina
出版事項: (2015)
Auditor Switching Among Malaysian Second Board Companies
著者:: Ismail, Shahnaz
出版事項: (2002)
著者:: Ismail, Shahnaz
出版事項: (2002)
Public evaluation of streetscape in Kuala Lumpur City Center, Malaysia
著者:: Soltani, Soha
出版事項: (2017)
著者:: Soltani, Soha
出版事項: (2017)
類似資料
-
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
著者:: Aru Bol, Victoria Samuel
出版事項: (2001) -
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
著者:: Thuraisingham, Jeyanthi
出版事項: (2001) -
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
著者:: Md Nassir, Annuar
出版事項: (1991) -
The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run
Performance of IPOs
著者:: Tapa, Afiruddin
出版事項: (2003) -
The Evidence of Size Effect During Bull and Bear Markets
著者:: Mohd Yacob, Nathrah
出版事項: (2006)