Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model

Audu, Buba (2017) Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model. ["eprint_fieldopt_thesis_type_phd" not defined] thesis, Universiti Sains Malaysia.

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Abstract

Kemeruapan pasaran saham adalah perkara penting terutamanya kepada dua pihak berkepentingan. Pengamal melalui kanta mata sendiri melihat pandangan tentang kesan kelakuan harga aset dan risiko Stock market volatility is of essential concern, particularly to two major stake-holders

Item Type: Thesis (["eprint_fieldopt_thesis_type_phd" not defined])
Subjects: Q Science > QA Mathematics > QA1-939 Mathematics
Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences) > Thesis
Depositing User: Mr Erwan Roslan
Date Deposited: 02 Mar 2018 08:41
Last Modified: 17 May 2018 03:09
URI: http://eprints.usm.my/id/eprint/39211

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