Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Kuala Lumpur composite index / Hasma Basyirah Bakar , Nik Sofiah Nik Rusdi and Nurul Athirah Rushdi

Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Kuala Lumpur composite index / Hasma Basyirah Bakar , Nik Sofiah Nik Rusdi and Nurul Athirah Rushdi

Time series modelling is an effective study that has engaged consideration of researcher society in excess of the past few periods. The purpose of the time series modelling is to wisely compile and precisely study the previous information of a time series to create an applicable model that defines t...

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Bibliographic Details
Main Authors: Bakar, Hasma Basyirah, Nik Rusdi, Nik Sofiah, Rushdi, Nurul Athirah
Format: Thesis
Language:English
Published: 2019
Subjects:
Study and teaching. Research
Online Access:https://ir.uitm.edu.my/id/eprint/32352/

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