Forecasting Malaysian stock returns using GPR and EPU - an in-sample and out-of-sample analysis

• Main Authors: Hong, Way Hong, Lai, Yong Qin, Lim, Chen Yen, Woo, Kuan Yee
• Format: Final Year Project / Dissertation / Thesis
• Published: 2020
• Subjects: HG Finance
• Online Access: http://eprints.utar.edu.my/4002/1/fyp_FN_2020_HWH_%2D_1601328.pdf; http://eprints.utar.edu.my/4002/
• Institution: Universiti Tunku Abdul Rahman

From earliest infancy, human being tend to classify the world into categories, forecast how things work, and assess those predictions. Such thinking, which is one of the human nature, is now being expanded into economics, business, management and finance contexts. That is why nowadays there are grow...