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

• 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/99194/1/SPE%202021%2020%20IR.pdf; http://psasir.upm.edu.my/id/eprint/99194/
• Institution: Universiti Putra 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...