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. PhD 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 (PhD)
    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 16:41
    Last Modified: 17 May 2018 11:09
    URI: http://eprints.usm.my/id/eprint/39211

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