Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pi...
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| Format: | Thesis |
| Language: | English |
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2006
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| Online Access: | http://eprints.usm.my/7953/ http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf |
| _version_ | 1848870385874894848 |
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| author | Cheah, Lee Han |
| author_facet | Cheah, Lee Han |
| author_sort | Cheah, Lee Han |
| building | USM Institutional Repository |
| collection | Online Access |
| description | Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan.
Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between. |
| first_indexed | 2025-11-15T15:23:21Z |
| format | Thesis |
| id | usm-7953 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T15:23:21Z |
| publishDate | 2006 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-79532013-07-13T03:47:07Z http://eprints.usm.my/7953/ Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Cheah, Lee Han QA299.6-433 Analysis Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between. 2006-12 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf Cheah, Lee Han (2006) Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Masters thesis, Universiti Sains Malaysia. |
| spellingShingle | QA299.6-433 Analysis Cheah, Lee Han Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title | Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title_full | Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title_fullStr | Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title_full_unstemmed | Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title_short | Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. |
| title_sort | dynamics between malaysian equity market and macroeconomic variables : an application of kalman filter model with heteroskedastic error [qa402.3. c514 2007 f rb]. |
| topic | QA299.6-433 Analysis |
| url | http://eprints.usm.my/7953/ http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf |