Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pi...

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التفاصيل البيبلوغرافية
المؤلف الرئيسي: Cheah, Lee Han
التنسيق: أطروحة
اللغة:الإنجليزية
منشور في: 2006
الموضوعات:
QA299.6-433 Analysis
الوصول للمادة أونلاين:http://eprints.usm.my/7953/
Abstract Abstract here
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author Cheah, Lee Han
author_facet Cheah, Lee Han
author_sort Cheah, Lee Han
description Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. 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.
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spelling usm-79532013-07-13T03:47:07Z http://eprints.usm.my/7953/ Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Cheah, Lee Han QA299.6-433 Analysis Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. 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. 2006-12 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf Cheah, Lee Han (2006) Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Masters thesis, Universiti Sains Malaysia.
spellingShingle QA299.6-433 Analysis
Cheah, Lee Han
Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
thesis_level Master
title Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_fullStr Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full_unstemmed Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_short Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_sort dynamics between malaysian equity market and macroeconomic variables an application of kalman filter model with heteroskedastic error qa402 3 c514 2007 f rb
topic QA299.6-433 Analysis
url http://eprints.usm.my/7953/
work_keys_str_mv AT cheahleehan dynamicsbetweenmalaysianequitymarketandmacroeconomicvariablesanapplicationofkalmanfiltermodelwithheteroskedasticerrorqa4023c5142007frb

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