Volatility component of derivative market: evidence from FBMKLCI based on CGARCH

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Volatility component of derivative market: evidence from FBMKLCI based on CGARCH

This study examines the volatility component of Malaysian stock index. Despite extensive studies on stock index volatility, there are relatively few studies examining the volatility component of stock index in Malaysia. Using data from January 1, 2009 to December 31, 2013, this study aims to examine...

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Bibliographic Details
Main Authors:	Haron, Razali, Ayojimi, Salami Monsurat
Format:	Proceeding Paper
Language:	English
Published:	2015
Subjects:	HG4001 Financial management. Business finance. Corporation finance.
Online Access:	http://irep.iium.edu.my/46024/ http://irep.iium.edu.my/46024/1/46024.pdf

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