Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model

This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined...

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Main Author: CHEONG, C
Format: Article
Published: ELSEVIER SCIENCE BV 2008
Subjects:
Online Access:http://shdl.mmu.edu.my/2771/
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author CHEONG, C
author_facet CHEONG, C
author_sort CHEONG, C
building MMU Institutional Repository
collection Online Access
description This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined with sudden changes is developed to study the possibility of structural change in the empirical data sets. Our empirical results showed substantial reduction in fractional differencing parameters after the inclusion of structural change during the Asian financial and currency crises. Moreover, the fractionally integrated model with sudden change in volatility performed better in the estimation and specification evaluations. (c) 2007 Elsevier B.V. All rights reserved.
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spelling mmu-27712011-09-14T05:43:53Z http://shdl.mmu.edu.my/2771/ Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model CHEONG, C T Technology (General) QC Physics This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined with sudden changes is developed to study the possibility of structural change in the empirical data sets. Our empirical results showed substantial reduction in fractional differencing parameters after the inclusion of structural change during the Asian financial and currency crises. Moreover, the fractionally integrated model with sudden change in volatility performed better in the estimation and specification evaluations. (c) 2007 Elsevier B.V. All rights reserved. ELSEVIER SCIENCE BV 2008-02 Article PeerReviewed CHEONG, C (2008) Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model. Physica A: Statistical Mechanics and its Applications, 387 (4). pp. 889-898. ISSN 03784371 http://dx.doi.org/10.1016/j.physa.2007.10.025 doi:10.1016/j.physa.2007.10.025 doi:10.1016/j.physa.2007.10.025
spellingShingle T Technology (General)
QC Physics
CHEONG, C
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title_full Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title_fullStr Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title_full_unstemmed Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title_short Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
title_sort time-varying volatility in malaysian stock exchange: an empirical study using multiple-volatility-shift fractionally integrated model
topic T Technology (General)
QC Physics
url http://shdl.mmu.edu.my/2771/
http://shdl.mmu.edu.my/2771/
http://shdl.mmu.edu.my/2771/