A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI.
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| Format: | Thesis |
| Published: |
2008
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| Online Access: | http://shdl.mmu.edu.my/1386/ |
| _version_ | 1848789773320192000 |
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| author | Lim, Ming Chun |
| author_facet | Lim, Ming Chun |
| author_sort | Lim, Ming Chun |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI. |
| first_indexed | 2025-11-14T18:02:03Z |
| format | Thesis |
| id | mmu-1386 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:02:03Z |
| publishDate | 2008 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-13862010-09-02T06:07:48Z http://shdl.mmu.edu.my/1386/ A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) Lim, Ming Chun HG1710 Electronic Funds Transfers The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI. 2008-09 Thesis NonPeerReviewed Lim, Ming Chun (2008) A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR). Masters thesis, Multimedia University. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php |
| spellingShingle | HG1710 Electronic Funds Transfers Lim, Ming Chun A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title | A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title_full | A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title_fullStr | A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title_full_unstemmed | A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title_short | A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) |
| title_sort | study of kuala lumpur composite index futures (fkli) : technical indicator and value-at risk (var) |
| topic | HG1710 Electronic Funds Transfers |
| url | http://shdl.mmu.edu.my/1386/ http://shdl.mmu.edu.my/1386/ |