Forecasting stock market volatility on Bursa Malaysia Plantation Index

QR Code

Forecasting stock market volatility on Bursa Malaysia Plantation Index

This research applies the Bursa Malaysia Plantation Index to examine the most suitable forecasting model. The Plantation Index is studied because Malaysia is the world second largest in oil palm producer. Additionally, volatile crude palm oil price has resulted in the Plantation Index becoming more...

Full description

Bibliographic Details
Main Authors:	Lee, Hui Shan, Ng, David Ching Yat, Lau, Teck Chai, Ng, Chee Hong
Format:	Article
Language:	English
Published:	Scientific & Academic Publishing 2016
Online Access:	http://psasir.upm.edu.my/id/eprint/51077/ http://psasir.upm.edu.my/id/eprint/51077/1/Forecasting%20stock%20market%20volatility%20on%20Bursa%20Malaysia%20Plantation%20Index.pdf

Similar Items

Forecasting Malaysian stock market volatility
by: Ng, Chee Pung, et al.
Published: (2012)

Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries
by: Hoh, Chai Ping
Published: (2014)

Does stock market liberalization cause higher volatility in the Bursa Malaysia?
by: Law, Siong Hook, et al.
Published: (2008)

Performance Of Malaysia REIT Stocks Relative To Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)

Performance of Malaysia REIT Stocks Relative to Bursa Malaysia Stock Index
by: Hui, Tan Shiao
Published: (2009)

Forecasting volatility in Chinese and Hong Kong stock markets.
by: Wu, Ming
Published: (2011)

Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)

The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
by: Ardiansyah, Soleh, et al.
Published: (2013)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

FORCASTING VOLATILITY ON CHINA EQUITY MARKET: Evidence from Shanghai and Shenzhen stock exchange at index level
by: Jin, Shan
Published: (2011)

Volatility Forecasting during Stock Disaster in China A-share Stock Market
by: BAO, JINGYI
Published: (2018)

The impact of launching Stock Index Futures on the volatility of the Chinese stock market
by: Liu, Mengxi
Published: (2008)

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

The Impact of the Implementation of Stock Index Options on Stock Market Volatility: China Evidence
by: Xiao, Shixin
Published: (2019)

Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina
by: Xenofontos, Andreas
Published: (2014)

Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets
by: Zhang, Jiahao
Published: (2019)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
by: Audu, Buba
Published: (2017)

Trading volume and realized volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2022)

Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets
by: Ng, Yuen Yein
Published: (2015)

Efficiency of Malaysia stock index futures market
by: Ng, Chen Wai
Published: (2005)

The Impact of Macroeconomic Volatility on Bursa Malaysia Volatility
by: Yeap, Geok Peng
Published: (2009)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
by: Lye, Wing Fah
Published: (2011)

The role of high-frequency data in volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2021)

Volatility forecasting of real estate stock in Malaysia with smooth transition exponential smoothing
by: Gooi, Leong Mow, et al.
Published: (2018)

The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach
by: Haron, Razali, et al.
Published: (2018)

Time horizon volatility forecasting of Malaysian property stocks
by: Gooi, Leong Mow
Published: (2019)

Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
by: ZHU, Lin
Published: (2013)

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
by: Ismail, Mohd Tahir, et al.
Published: (2016)

Random Walk Hypothesis (Rwh) In The Bursa Malaysia Stock Exchange
by: Ng, Swee Khiang
Published: (2005)

Volatility of FTSE Bursa Malaysia KLCI index and exchange rete around 2008 financial crisis
by: Lim, Xin Yi
Published: (2015)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Factors affecting FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) stock market / Nurul Shakim Shahdan
by: Shahdan, Nurul Shakim
Published: (2018)

Effects of financial leverage on stock returns in Bursa Malaysia
by: Lau, Wei Theng
Published: (2016)

The Relationship of Volatility with Stock Index Option Returns and Prices
by: Tabassum, Saima
Published: (2020)

Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market
by: Liu, Min
Published: (2021)

Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan
by: Wang, Xuewen
Published: (2007)

Forecast accuracy test of stochastic volatility models: traditional models vs Volatility Hang Seng Index
by: Pan, Fangxin
Published: (2013)

Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange
by: Thakker, Jai
Published: (2011)

Implied volatility forecasting in the options market: a survey
by: Mohamad, Azhar
Published: (2016)

The Effects of the Trade of Futures Contracts on the Volatility of the Spot Market : Evidence From Bursa Malaysia
by: Habonimana, Robert
Published: (2011)