Volatility forecasting approach to risk assessment of private equity mutual funds in Malaysia

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Volatility forecasting approach to risk assessment of private equity mutual funds in Malaysia

Volatility, though unobservable and latent in nature, is forecastable due to its persistency over time. Financial volatility measures the risk of financial assets’ returns. Voluminous literatures on volatility forecasting studies imply risk assessment through volatility study is a pre-requisite in m...

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Bibliographic Details
Main Author:	Wan, Cheong Kin
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Risk assessment - Case studies Private equity funds - Malaysia
Online Access:	http://psasir.upm.edu.my/id/eprint/99194/ http://psasir.upm.edu.my/id/eprint/99194/1/SPE%202021%2020%20IR.pdf

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