Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /
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| Format: | Thesis Book |
| Language: | English |
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| LEADER | 01448nam a2200361 i 4500 | ||
|---|---|---|---|
| 003 | UKM | ||
| 005 | 20141215124600.0 | ||
| 008 | 140909s2013 my a m 000 0 eng d | ||
| 039 | 9 | |a 201412151246 |b athirah |y 09-09-2014 |z miza | |
| 040 | |a UKM |e rda | ||
| 090 | |a HG4551.A434 2013 tesis | ||
| 090 | |a HG4551 |b .A434 2013 | ||
| 100 | 1 | |a Alfreedi, Ajab Abdullah, |e author. | |
| 245 | 1 | 0 | |a Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : |b an application in GCC stock market / |c Ajab Abdullah Alfreedi. |
| 264 | 0 | |c 2013. | |
| 300 | |a xvii, 252 pages : |b illustrations ; |c 30 cm. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 500 | |a Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam. | ||
| 502 | |a Tesis (P.hD) - Universiti Kebangsaan Malaysia, 2013. | ||
| 504 | |a Rujukan : mukasurat [203]-214. | ||
| 610 | 2 | 0 | |a Universiti Kebangsaan Malaysia |x Dissertations. |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a GARCH model. | |
| 650 | 0 | |a Dissertations, Academic |z Malaysia. | |
| 907 | |a .b15985362 |b 28-09-20 |c 12-11-19 | ||
| 998 | |a t |b 09-09-14 |c m |d x |e - |f eng |g my |h 0 | ||
| 914 | |a vtls003568744 | ||
| 990 | |a rmn/athirah | ||
| 991 | |a Fakulti Sains dan Teknologi | ||
| 945 | |g 1 |i 00002121758 |j 0 |l t0013 |n No. of pieces: 1 |o - |p MYR0.00 |q - |r - |s - |t 3 |u 0 |v 0 |w 0 |x 0 |y .i20589426 |z 12-11-19 | ||