Robust volatility measures and multivariate models for volatilities and returns with financial applications / Tan Shay Kee

Volatility of asset prices in the financial market is not directly observable. Various return-based models have been proposed to estimate the volatility using daily closing prices. With the availability of intraday information such as the opening, highest, lowest and closing prices, many volatili...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Tan , Shay Kee
التنسيق:	أطروحة
منشور في:	2022
الموضوعات:	Q Science (General) QA Mathematics

مواد مشابهة

Confidence intervals in survival analysis / Tan Shay Kee
حسب: Tan, Shay Kee
منشور في: (2010)

Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
حسب: Hooy, Chee Wooi
منشور في: (2002)

"And there I found myself more truly and more strange" : narratives of return in contemporary Malaysian and Singaporean literature / Briana Lenore Shay
حسب: Shay, Briana Lenore
منشور في: (2002)

Improved robust estimator and clustering procedures for multivariate outliers detection
حسب: Sharifah Sakinah, Syed Abd Mutalib
منشور في: (2023)

Stock returns and volatility: an empirical study of Malaysian stock market
حسب: Ng, Hui Jie
منشور في: (2007)

The determinants of bitcoin returns and volatility: A quantile regression approach
حسب: Afshan, Sahar
منشور في: (2021)

Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov switching models / Tan Chia Yen
حسب: Tan , Chia Yen
منشور في: (2021)

Intraday return, volatility and optimal time to invest in Malaysia stock market
حسب: Lai, Poh Poh
منشور في: (2020)

Remote monitoring system / Tan Chin Kee
حسب: Tan, Chin Kee
منشور في: (2001)

Long memory estimation of stochastic volatility for index prices
حسب: Kho, Chia Chen
منشور في: (2017)

The Impact of Macroeconomic Volatility on Bursa Malaysia Volatility
حسب: Yeap, Geok Peng
منشور في: (2009)

Modeling financial environments using geometric fractional Brownian motion model with long memory stochastic volatility
حسب: Al Haqyan, Mohammed Kamel Mohammed
منشور في: (2018)

Modelling and forecasting volatile data by using ARIMA and GARCH models
حسب: Miswan, Nor Hamizah
منشور في: (2013)

Economic openness, exchange rate volatility, and the role of financial development
حسب: Habibi, Masoumeh
منشور في: (2015)

House price volatility metamodel for managing house price volatility knowledge
حسب: Abdullah, Aishah
منشور في: (2017)

Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
حسب: Saizal Pinjaman
منشور في: (2017)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
حسب: Amin, Masoud Yousefi
منشور في: (2011)

Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market
حسب: Khan, Faisal
منشور في: (2014)

Seasonality of volatility and returns and their causal relationship in the Kuala Lumpur Stock Exchange / by Toh Hock Chai.
حسب: Toh, Hock Chai
منشور في: (2001)

Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
حسب: Mustafa, Makwan Jamil
منشور في: (2022)

Effects of exchange rate volatility and interest rate variability on stock returns of commercial banks in Nigeria
حسب: Oboni, Onakpa Abel
منشور في: (2019)

The Volatility Of Return Of Malaysian Crude Palm Oil Futuresand Its Response On Trading Volume And Open Interes
حسب: Yeap, Xiu Wei
منشور في: (2024)

Granger-couse effect on trading volume and stock return volatility: evidence from Malaysian ACE market
حسب: Maziah, Husin
منشور في: (2016)

Identification of volatile and non-volatile compounds of cornsilk and its association with diuretic properties in rats
حسب: Mat Ali, Solihah @ Solinah
منشور في: (2014)

Bond market volatility versus stock market volatility in Malaysia / Chia Chin Kuan.
حسب: Chia, Chin Kuan
منشور في: (2003)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
حسب: Audu, Buba
منشور في: (2017)

A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics
حسب: Hossain, Md Jamal
منشور في: (2021)

Dengue virus type 3 in Malaysia: Diversity, origin, and spread / Tan Kim Kee
حسب: Tan, Kim Kee
منشور في: (2018)

Bitcoin performance and its volatility
حسب: Audi, Jasman
منشور في: (2020)

The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
حسب: Mai Syaheera, Miau Shaari
منشور في: (2011)

Hybridization Model For Capturing Long Memory And Volatility Of Brent Crude Oil Price Data
حسب: Al-Gounmeein, Remal Shaher Hussien
منشور في: (2022)

Effects of human factor on requirement volatility measures for efficient software requirement engineering
حسب: Askarinejadamiri, Zahra
منشور في: (2016)

An e-Commerce system for sales and purchase order management of machinery hardware / Tan Lian Kee
حسب: Tan, Lian Kee
منشور في: (2002)

Role of firm features in determining macroeconomic exposure of firm volatility, risk-return trade off, asymmetric and leverage effect
حسب: Butt, Muhammad Saqib Bashir
منشور في: (2023)

The analysis of extraction and memory analysis forensic tool for searching cryptographic key in volatile memory
حسب: Rahim, Nordiana
منشور في: (2012)

Volatile constituents and trace metal analysis of Alpinia conchigera griff. / Haslinda Mohd Salleh
حسب: Mohd Salleh, Haslinda
منشور في: (2014)

Modified Box-Jenkins and GARCH for forecasting highly volatile time series data
حسب: Siti Roslindar, Yaziz
منشور في: (2019)

A study on the adsorption properties of multiwalled carbon nanotubes and their relationship to applications as volatile organic compounds sensors / Nurul Rozullyah Zulkepely
حسب: Nurul Rozullyah, Zulkepely
منشور في: (2018)

The Volatility Of Somalia’s Unregulated Exchange Rates
حسب: Ibrahim Nor, Mohamed
منشور في: (2015)

Improved Multivariate Control Charts with Robust Methods
حسب: Shabbak, Ashkan
منشور في: (2011)

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