Modeling volatility using GARCH (1, 1) Model: The case of Kuala Lumpur Composite Index (KLCI)

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Modeling volatility using GARCH (1, 1) Model: The case of Kuala Lumpur Composite Index (KLCI)

In a dynamic environment, economies go through business cycle which may be considered to be a consequence of the stochastic nature of the financial markets. Past few years, there has been observed a considerable uncertainty in the financial markets in both developed and emerging nations worldwide...

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Bibliographic Details
Main Author:	Islam, Mohd Aminul
Format:	Proceeding Paper
Language:	English
Published:	2013
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/33420/ http://irep.iium.edu.my/33420/1/IRIE_2013.pdf

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