Volatility behavior patterns and information transmission mechanism : evidence from Malaysian futures markets

This study employs bivariate ARMA(p,q)-EGARCH(p,q) model specifications model to investigate whether information between Malaysian futures and cash markets is transmitted through first moments or second moments or both. Using daily data, the study covers the period from January 2, 1990 until Dece...

Full description

Bibliographic Details
Main Author:	Ahmad, Noryati
Format:	Thesis
Language:	English
Published:	2005
Subjects:	RK1-715 Dentistry
Online Access:	http://eprints.usm.my/55067/
Abstract	Abstract here

Similar Items

Malay Language Consonants Contact Pattern Based On Electropalatography Epg3 And Flex Epg System
by: Zin, Syatirah Mat
Published: (2019)

Determination Of Phthalates In Selected Loom Bands Marketed In Kepala Batas
by: Mat Duwi, Nurul Hidayah
Published: (2015)

The Molecular Mechanisms Of Rapamycininduced Autophagy And Apoptosis In T-47d Breast Carcinoma Cells
by: Moad, Ahmed Ismail Hassan
Published: (2013)

Metal Leachability, Mechanical Properties And Surface Characterisation Of Ti6al4v Dental Implants
by: Sukumaran, Binsu
Published: (2021)

Effect of sintering temperature on mechanical behaviour and bioactivity of calcia-stabilized zirconia derived cockle shells bioceramic
by: Wahab, Nur Ain Adila Abd
Published: (2023)

A novel moldless sintering porous titanium for dental post system: development, characterization and evaluation of mechanical properties
by: Al-Hajj, Mohammed Nasser Ahmed
Published: (2022)

Feldspar Reinforced Polypropylene Composites: The Effect Of Compatibilizers, Silane Coupling Agent And Multi-Walled Carbon Nanotube On Mechanical, Thermal And Morphological Properties
by: Nainar, Mohamed Ansari Mohamed
Published: (2009)

Microsatellite Instability And Loss Of Heterozygosity In Oral Squamous Cell Carcinoma In A Malaysian Population
by: Jusoh, Julia Ashaliza Mat
Published: (2012)

In Vitro Effect Of Malaysian Mikania Cordata Leaves Extract On Blood Coagulation Factors Level In Plasma
by: Yusoff, Nur Yuzaiza
Published: (2016)

Hydrothermal Conversion Of Malaysian Coral To Hydroxyapatite, A Bone Substitute: Synthesis, Characterization And In-vitro Solubility Studies
by: Samsudin, Mimi Rahayu
Published: (2005)

Dental therapists' professional role and possible futures within the Malaysian dental workforce / Noor Azhani Zakaria
by: Noor Azhani, Zakaria
Published: (2020)

Factors influencing the usage of multimedia for teaching amongst health sciences lecturers in Malaysian public Universities: towards the development of a multimedia repository system.
by: Zar, Ni Wynn
Published: (2011)

The Effects Of Angiotensin Iconverting Enzyme (Ace) I/D And Alphaactinin- 3 (Actn3) R/X Gene Polymorphisms On Human Physical Performance And Health Within Malaysian Population
by: Ahmad Yusof @ Hanafi, Hazwani
Published: (2016)

Molecular Screening Using Non Radioactive Differential Display Technique In Malay Kelantanese Patients With Peptic Diseases
by: Wan Talb, Wan Rohani
Published: (2005)

Facial And Dental Arch Features In Malay School Children: A Geometric Morphometric Analysis
by: Saeed Banabilh, Saeed Mohammed
Published: (2005)

Dentofacial Characteristics Of Malay Patients With Repaired Cleft Lip And Palate In Kelantan
by: Alam, Md. Badrul
Published: (2005)

Targeting Regulatory Pathways Of Stim1 In Nasopharyngeal Cancer
by: Imakwu, Okekpa Simon
Published: (2021)

Assessing And Managing Risk Of Occupational Stress In Male Automotive Assembly Workers In Malaysia.
by: Abdin, Edimansyah
Published: (2008)

Assessment Of Soft Tissue Facial Profile, Nasal Airway Morphology And Dental Arch Features In Adult Malay Obstructive Sleep Apnea Patients Using Geometric Morphometric Analysis.
by: Saeed Banabilh, Saeed Mohammed
Published: (2008)

The Role Of Nitric Oxide On The Proliferation Of Human Osteoblasts (Hos Cells) Stimulated With Hydroxyapatite
by: Sugiatno, Erwan
Published: (2006)

Anti-Neoplastic Studies Of Standardized Root Extract Of Eurycomal Longifolia (Taf273) Towards Leukaemia
by: Mohammed, Omar Saeed Ali
Published: (2013)

Experimental Rnomics: The Identification And Characterization Of Small Non-Protein-Coding Rna (Npcrna) In Vibrio Cholerae
by: Hoe, Chee Hock
Published: (2013)

Platelet Concentrates From Platelet-Rich Plasma And Apheresis Machines: Biochemical Parameters, Functional Assays And Clinical Outcomes
by: Bahari, Mazura
Published: (2013)

Gene Expression Profile And Modulation Of Genetic Pathways In Acute Myeloid Leukaemia T(8;21)
by: Bashanfer, Salem Ali Alsalem
Published: (2013)

Identification Of Antigens Recognized By The Monoclonal Antibody, Ibmr3 On Lymphocytes And Established Cell Lines
by: Aris, Farizan
Published: (2016)

Mapping Of Transcriptional Start Site And The Identification Of Novel sRNA In Mycobacterium Tuberculosis H37Rv
by: Lee, Li Pin
Published: (2016)

A Study Of The Genotoxicity Of Polyhydroxybutyrate : A Synthetic Biomaterial
by: Mohammed, Abdulaziz Qaid Ali
Published: (2008)

The analysis of orofacial esthetic proportions with natural maxillary anterior teeth and perception of smile attractiveness in Pakistani citizens: a 2D photographic and 3D digital dental models study
by: Ahmed, Naseer
Published: (2022)

The Role Of Vacuole Membrane Protein-1 In Neural Calcium Homeostasis And Synaptic Plasticity
by: Wang, Mengmeng
Published: (2024)

A Computed Tomographic Study Of Craniofacial Asymmetry Among Selected Age Groups Of Malay Patients In Hospital Universiti Sains Malaysia.
by: Abu Jarour, Aous Ahmad Salem
Published: (2007)

An In Vitro Study Of Genotoxicity Of Locally Produced Bovine Pericardium.
by: Mohammed Abdulrazzaq, Abdo Mohammed
Published: (2007)

Differentiated Thyroid Cancer: The Predictive Value Of Stimulated Thyroglobulin Six Months After Radioiodine Ablation
by: Chan , Guat Choo
Published: (2017)

The Incremental Value Of I-131 Spect/ct Of The Neck In The Management Of Differentiated Thyroid Carcinoma
by: Mohamad Najib, Fatin Hayyani
Published: (2017)

Effect Of Blood Donation On Blood Donor Cardiorespiratory Fitness Level
by: Mail, Jamaludin
Published: (2017)

The Effectiveness Of Mebeverine (Duspatalin) And Hyoscine-nbutylbromide (Buscopan) In Reduction Of Physiological Bowel Uptake In 18f-fdg Pet-ct
by: Ramli, Mohd Fahmi Shukur
Published: (2017)

Normalisation Of The International Normalised Ratio Prior To Interventional Procedure: Is It Necessary?
by: Mohamad Mahyedin, Mohd Tarmizi
Published: (2017)

Quality Of Stored Cord Blood In National Blood Centre Based On Maternal And Neonatal Factors
by: Azmi, Nor Azhani
Published: (2017)

Evaluation Of Apical Sealing Ability Of A Newly Developed Nano-Hydroxyapatite Sealer Using Cold Lateral And Continuous Wave Condensation Techniques: An In Vitro Study
by: Ali, Manal Abdulrahman Farea
Published: (2009)

Usage Of Dental General Anesthesia And Assessment Of Fear Among Special Needs And Non-Special Needs Children In Kota Bharu, Kelantan
by: Al-Hidabi, Fatima Dawood
Published: (2009)

The Efficacy Of The Prefabricated T4FTM Myofunctional Appliance In Comparison To Twin Block Appliance For Class II Division 1 Malocclusion Treatment: A Randomized Clinical Trial
by: Hanoun, Abdulfatah Abdulrazak
Published: (2010)