A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI.
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Published: |
2008
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my-mmu-ep.1386 |
---|---|
record_format |
uketd_dc |
spelling |
my-mmu-ep.13862010-09-02T06:07:48Z A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) 2008-09 Lim, Ming Chun HG1710 Electronic Funds Transfers The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI. 2008-09 Thesis http://shdl.mmu.edu.my/1386/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Research Library |
institution |
Multimedia University |
collection |
MMU Institutional Repository |
topic |
HG1710 Electronic Funds Transfers |
spellingShingle |
HG1710 Electronic Funds Transfers Lim, Ming Chun A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
description |
The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI. |
format |
Thesis |
qualification_level |
Master's degree |
author |
Lim, Ming Chun |
author_facet |
Lim, Ming Chun |
author_sort |
Lim, Ming Chun |
title |
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
title_short |
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
title_full |
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
title_fullStr |
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
title_full_unstemmed |
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
title_sort |
study of kuala lumpur composite index futures (fkli) : technical indicator and value-at risk (var) |
granting_institution |
Multimedia University |
granting_department |
Research Library |
publishDate |
2008 |
_version_ |
1747829359726559232 |