Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
Kemeruapan pasaran saham adalah perkara penting terutamanya kepada dua pihak berkepentingan. Pengamal melalui kanta mata sendiri melihat pandangan tentang kesan kelakuan harga aset dan risiko Stock market volatility is of essential concern, particularly to two major stake-holders
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2017
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/39211/ http://eprints.usm.my/39211/1/FORECASTING_STOCK_MARKET_VOLATILITY_USING_WAVELET_TRANSFORMATION_ALGORITHM_OF_GARCH_MODEL.pdf |
| _version_ | 1848878683158216704 |
|---|---|
| author | Audu, Buba |
| author_facet | Audu, Buba |
| author_sort | Audu, Buba |
| building | USM Institutional Repository |
| collection | Online Access |
| description | Kemeruapan pasaran saham adalah perkara penting terutamanya kepada dua pihak berkepentingan. Pengamal melalui kanta mata sendiri melihat pandangan tentang kesan kelakuan harga aset dan risiko
Stock market volatility is of essential concern, particularly to two major stake-holders
|
| first_indexed | 2025-11-15T17:35:14Z |
| format | Thesis |
| id | usm-39211 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:35:14Z |
| publishDate | 2017 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-392112019-04-12T05:25:00Z http://eprints.usm.my/39211/ Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model Audu, Buba QA1-939 Mathematics Kemeruapan pasaran saham adalah perkara penting terutamanya kepada dua pihak berkepentingan. Pengamal melalui kanta mata sendiri melihat pandangan tentang kesan kelakuan harga aset dan risiko Stock market volatility is of essential concern, particularly to two major stake-holders 2017-05 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/39211/1/FORECASTING_STOCK_MARKET_VOLATILITY_USING_WAVELET_TRANSFORMATION_ALGORITHM_OF_GARCH_MODEL.pdf Audu, Buba (2017) Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1-939 Mathematics Audu, Buba Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title | Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title_full | Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title_fullStr | Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title_full_unstemmed | Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title_short | Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
| title_sort | forecasting stock market volatility using wavelet transformation algorithm of garch model |
| topic | QA1-939 Mathematics |
| url | http://eprints.usm.my/39211/ http://eprints.usm.my/39211/1/FORECASTING_STOCK_MARKET_VOLATILITY_USING_WAVELET_TRANSFORMATION_ALGORITHM_OF_GARCH_MODEL.pdf |