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, Mansurat Ayojimi, Salami
Format:	Article
Language:	English
Published:	Journal of Global Business and Social Entrepreneurship (GBSE) 2016
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/50213/ http://irep.iium.edu.my/50213/1/GBSE_1%282%29%2C_1-5_%28March_2016%29.pdf

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