Evaluating and comparing volatility forecast using garch models /

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Bibliographic Details
Main Author: Hassan, Ahmed Ali
Format: Thesis Book
Language:English
Published: Bangi : Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia, 2008
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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 
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650 0 |a Economic forecasting 
650 0 |a Econometric modeling 
650 0 |a Stock price forecasting 
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