Modelling and Forecasting the Kuala Lumpur Composite Index Rate of Returns Using Generalised Autoregressive Conditional Heteroscedasticity Models
The work in this thesis is concerned with the modelling and forecasting of the KLCI’s returns with a ‘complete’ technique. The selection of the model for estimation is not only based on the value of the goodness of fit test, but also on the test of the stability of parameters obtained, the checking...
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| Format: | Thesis |
| Language: | English English |
| Published: |
2004
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/396/1/549765_fs_2004_17_abstrak_je__dh_pdf_.pdf |
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