Items where Author is "Ismail, Mohd Tahir "

Article

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets. Journal of Finance and Data Science, 2 (2). pp. 125-135. ISSN 2405-9188

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets. Journal of Finance and Data Science, 2. pp. 254-264. ISSN 2405-9188

M. Jaber, Abobaker and Ismail, Mohd Tahir and M. Altaher, Alssaidi (2014) Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction. Abstract and Applied Analysis, 2014 (731827). pp. 1-8. ISSN 1085-3375

Seuk , Wai Phoong and Ismail, Mohd Tahir and Siok , Kun Sek (2014) Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model To Investigate Stock Market Behaviour. Asian Academy of Management Journal of Accounting and Finance, 10 (1). pp. 1-17. ISSN 1823-4992

M. Jaber, Abobaker and Ismail, Mohd Tahir and M. Altaher, Alsaidi Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting. Scientific World Journal, 2014 (708918). pp. 1-5. ISSN 2356-6140

Monograph

Sek, Siok Kun and Ismail, Mohd Tahir and Shimizu, Kunio (2014) A Research On Sustainable Growth: Exploring The Aspects of Income Inequalit, Environmental Quality and Effective Policy Regime. Project Report. Universit Sains Malaysia.

Conference or Workshop Item

Al Wadi, S. and Ismail, Mohd Tahir (2010) Detecting The Regime Shift Via Wavelet Transform. In: 2010 2nd International Conference On Computer Engineering And Technology, 16-18 April 2010, Chengdu,Sichuan,China .

Ismail, Mohd Tahir (2009) Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets. In: 10th Islamic Countries Conference On Statistical Science, , 20-23 december 2009, Cairo,Egypt .

Al Wadi, S. and Ismail, Mohd Tahir and Ariffin Addul, Samsul (2009) A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform. In: 10th Islamic Countries Conference On Statistical Science, , 20-23 december 2009, Cairo,Egypt .