Modeling volatility of the KLCI daily returns / Siti Meriam Zahid ... [et al.]

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Modeling volatility of the KLCI daily returns / Siti Meriam Zahid ... [et al.]

Volatility is a central concept in financial engineering. It may be simply defined as the standard deviation of return values. A frequent modeling assumption is that volatility is constant. Unfortunately in many financial time series volatility appears to be anything but constant. This paper reports...

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Bibliographic Details
Main Authors:	Zahid, Siti Meriam, Zainol, Mohammad Said, Mohamed Sani, Ibrahim, Zaharim, Azami
Format:	Article
Language:	English
Published:	Fakulti Teknologi Maklumat dan Sains Kuantitatif 2006
Subjects:	Financial engineering Malaysia
Online Access:	https://ir.uitm.edu.my/id/eprint/11657/

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