Evaluating and comparing volatility forecast using garch models /
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Bangi :
Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia,
2008
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| Subjects: | |
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| 005 | 20090225123100.0 | ||
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| 039 | 9 | |a 200902251231 |b fati |y 12-31-2008 |z norehan | |
| 040 | |a UKM | ||
| 090 | |a HB3730.H379 2008 tesis | ||
| 090 | |a HB3730 |b .H379 2008 | ||
| 100 | 1 | |a Hassan, Ahmed Ali | |
| 245 | 1 | 0 | |a Evaluating and comparing volatility forecast using garch models / |c Ahmed Ali Hassan |
| 260 | |a Bangi : |b Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia, |c 2008 | ||
| 300 | |a xvii, 245 p. : |b charts ; |c 30 cm. | ||
| 502 | |a Thesis (Ph.D) - Universiti Kebangsaan Malaysia, 2008 | ||
| 504 | |a References : p. 207-227 | ||
| 610 | 2 | 0 | |a Universiti Kebangsaan Malaysia |x Dissertations |
| 650 | 0 | |a Dissertations, Academic |z Malaysia | |
| 650 | 0 | |a Economic forecasting | |
| 650 | 0 | |a Econometric modeling | |
| 650 | 0 | |a Stock price forecasting | |
| 907 | |a .b14319767 |b 15-10-20 |c 12-11-19 | ||
| 998 | |a t |b 12-05-08 |c m |d x |e - |f eng |g my |h 0 | ||
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| 990 | |a nmk/fka | ||
| 991 | |a Fakulti Sains dan Teknologi | ||
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