1 probability distribution of returns In Heston model and hurst exponent estimaton for index prices Of FTSE bursa Malaysia KLCI
In this study, the probability distribution of returns for the index prices of FTSE Bursa Malaysia KLCI based on the Heston Model with stochastic variance is constructed to analyse its capability in describing the returns. The values of parameters in Heston Model of the index prices of FTSE Bursa Ma...
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| Format: | Journal |
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MATEMATIKA, UTM Centre for Industrial and Applied Mathematics (UTM-CIAM), Universiti Teknologi Malaysia
2014
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| Online Access: | http://www.myjurnal.my/public/article-view.php?id=86488 |