A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime swi...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2015
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| Online Access: | http://eprints.usm.my/31376/ |
| Abstract | Abstract here |
| _version_ | 1855629445954535424 |
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| author | Phoong, Seuk Wai |
| author_facet | Phoong, Seuk Wai |
| author_sort | Phoong, Seuk Wai |
| description | Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak
pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data
lompat adalah kebiasaan dalam model siri masa.
Financial and economic time series always show nonlinear properties such as
asymmetry and regime switching. Structural change as well as break is often reported
in the series. |
| first_indexed | 2025-10-17T08:07:34Z |
| format | Thesis |
| id | usm-31376 |
| institution | Universiti Sains Malaysia |
| language | English |
| last_indexed | 2025-10-17T08:07:34Z |
| publishDate | 2015 |
| record_format | EPrints |
| record_pdf | Restricted |
| spelling | usm-313762019-04-12T05:25:43Z http://eprints.usm.my/31376/ A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models Phoong, Seuk Wai QA1 Mathematics (General) Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime switching. Structural change as well as break is often reported in the series. 2015-06 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/31376/1/A_STUDY_OF_RELATIONSHIP_BETWEEN_COMMODITY_PRICE_AND_STOCK_PRICE_USING_MS-VAR_AND_MS-VECM_MODELS.pdf Phoong, Seuk Wai (2015) A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1 Mathematics (General) Phoong, Seuk Wai A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models |
| thesis_level | PhD |
| title | A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models |
| title_full | A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models |
| title_fullStr | A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models |
| title_full_unstemmed | A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models |
| title_short | A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models |
| title_sort | study of relationship between commodity price and stock price using ms var and ms vecm models |
| topic | QA1 Mathematics (General) |
| url | http://eprints.usm.my/31376/ |
| work_keys_str_mv | AT phoongseukwai astudyofrelationshipbetweencommoditypriceandstockpriceusingmsvarandmsvecmmodels AT phoongseukwai studyofrelationshipbetweencommoditypriceandstockpriceusingmsvarandmsvecmmodels |