Modelling and Forecasting the Kuala Lumpur Composite Index Rate of Returns Using Generalised Autoregressive Conditional Heteroscedasticity Models

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Modelling and Forecasting the Kuala Lumpur Composite Index Rate of Returns Using Generalised Autoregressive Conditional Heteroscedasticity Models

The work in this thesis is concerned with the modelling and forecasting of the KLCI’s returns with a ‘complete’ technique. The selection of the model for estimation is not only based on the value of the goodness of fit test, but also on the test of the stability of parameters obtained, the checking...

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Bibliographic Details
Main Author:	Abdul Muthalib, Maiyastri
Format:	Thesis
Language:	English English
Published:	2004
Subjects:	Indexation - Malaysia Investments - Malaysia Economics - Malaysia
Online Access:	http://psasir.upm.edu.my/id/eprint/396/ http://psasir.upm.edu.my/id/eprint/396/1/549765_fs_2004_17_abstrak_je__dh_pdf_.pdf

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