Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskeda

Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between. Kalman filtering is a set of equations which allows an estima...

Full description

Bibliographic Details
Main Author:	Cheah, Lee Hen
Format:	Thesis
Language:	English
Published:	2006
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/53192/
Abstract	Abstract here

Similar Items

Dynamics Between Malaysian Equity Market And Macroeconomic Variables: An Application Of Kalman Filter Model With Heteroskedastic Error
by: Cheah, Lee Hen
Published: (2006)

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
by: Cheah, Lee Han
Published: (2006)

Shunt Active Power Filter Employing Kalman Filter Estimator For Harmonics Reduction
by: Abu Hasim, Ahmad Shukri
Published: (2016)

Opposition- based simulated kalman filters and their application in system identification
by: Kamil Zakwan, Mohd Azmi
Published: (2017)

Human tracking system using kalman filter for security area application
by: Muhammad Hazim Mohd. Yunus
Published: (2025)

The impact of macroeconomic variables on the Islamic stock market
by: Siti Masitah Hajdrah Abdullah
Published: (2020)

Dynamic linkages between equity market and exchange market : relevant from Vietnam
by: Tiew, Catherine Siew Juan
Published: (2012)

Adaptive beamforming algorithm based on Simulated Kalman Filter
by: Kelvin Lazarus, Lazarus
Published: (2017)

Simulated Kalman Filter algorithms for solving optimization problems
by: Nor Hidayati, Abdul Aziz
Published: (2019)

An Improvement on Extended Kalman Filter for Neural Network Training
by: Tsan, Ken Yim
Published: (2005)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)

Analysis of robot localisation performance based on extended kalman filter
by: Che Hassan, Farah Hazwani
Published: (2015)

Position tracking of underwater vehicle using extended Kalman filter
by: Navein Sirkunan
Published: (2025)

Development of decentralized data fusion algorithm with optimized kalman filter.
by: Quadri, Sayed Abulhasan
Published: (2016)

Stock markets' return, macroeconomic variables and financial environment in bric economies
by: Asadolahinik, Paria (P55456)
Published: (2023)

A discrete simulated kalman filter optimizer for combinatorial optimization problems
by: Suhazri Amrin, Rahmad
Published: (2022)

Hybrid optimisation methods in Kalman filters for human motion tracking and prediction
by: Ajasa Abiodun Afis
Published: (2025)

Improved Kalman filter based LAR in Vehicular Ad Hoc Network
by: Haitham Qutaiba Ghadhban (P74475)
Published: (2023)

Advanced online battery states coestimation using Kalman filter for electric vehicle Applications / Prashant Shrivastava
by: Prashant , Shrivastava
Published: (2021)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

Analyzing the dynamic relationship between selected macroeconomic variables on the bilateral exchange rate of Malaysia with its neighbouring countries
by: Debbie Liza Pencil
Published: (2024)

An investigation on the impact of macroeconomic variables on stock market performance of G7 countries
by: Zhang, Long Fei
Published: (2017)

Kalman filter based impedance parameter estimation for transmission line and distribution line
by: Siti Nur Aishah, Mohd Amin
Published: (2019)

Impedance estimation of single-phase diode bridge rectifier using kalman filter
by: Nor Syuhaida, Othman
Published: (2022)

Computational time analysis in extended kalman filter based simultaneous localization and mapping
by: Maziatun, Mohamad Mazlan
Published: (2023)

PID controller with Kalman filter design for quadcopter DJI F450 system
by: Mohd Mokhtar, Nur Salma
Published: (2023)

Seamless handover optimization for LTE-A communication using Kalman filtering and DQN
by: Shakir, Abdullah Talaat
Published: (2024)

A Comparison Between Ordinary Least Square And Robust Regression And Its Application In Macroeconomic Variables
by: Siti Nor Syazwani Binti Ab Shatar
Published: (2024)

The dynamic relationships between macroeconomic variables and total return of Islamic REITs in Malaysia and Singapore / Nur Syamiza Mohd Nazaruddin
by: Mohd Nazaruddin, Nur Syamiza
Published: (2021)

QR Decomposition For Adaptive Filtering Application
by: Okwonu, Friday Zinzendoff
Published: (2011)

Widely linear dynamic quaternion valued least mean square algorithm for linear filtering
by: Mohammed, Aldulaimi Haydar Imad
Published: (2017)

Hybrid fault detection using kalman filter and neural network for quadrotor micro aerial vehicle
by: Chan, Shi Jing
Published: (2018)

Sensor fusion with kalman filter and support vector machine for fault detection in automated guided vehicle
by: Marvin Dares
Published: (2025)

Super Twisting Sliding Mode Controllers And Kalman-Bucy Filter For Single Axis Positioning System
by: Chiew, Tsung Heng
Published: (2018)

Dynamics Relationship Between House Prices And Macroeconomic Aggregates
by: SABRI, BUKRYMAN
Published: (2005)

Dynamics Relationship Between House Prices And Macroeconomic Aggregates
by: Sabri, Bukryman
Published: (2005)