Time horizon volatility forecasting of Malaysian property stocks

Reliable and accurate forecasts can provide important input for fund manager and policymakers to make an informed decision. However, volatility forecast research is still bound by several weaknesses such as scarcity in volatility forecasting literature and the lack of knowledge on the contribu...

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Bibliographic Details
Main Author: Gooi, Leong Mow
Format: Thesis
Language:English
Published: 2019
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/85527/1/SPE%202020%206%20IR.pdf
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