Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility

The performance of generalised autoregressive conditional heteroscedasticity (GARCH) model and its modifications in forecasting stock market volatility are evaluated using the rate of returns from the daily stock market indices of Kuala Lumpur Stock Exchange (KLSE). These indices include Composi...

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書目詳細資料
主要作者:	Choo, Wei Chong
格式:	Thesis
語言:	English English
出版:	1998
主題:	GARCH model - Evaluation Stock exchanges - Kuala Lumpur
在線閱讀:	http://psasir.upm.edu.my/id/eprint/11298/1/FSAS_1998_1_A.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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