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
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2017
|
Subjects: | |
Online Access: | http://eprints.usm.my/39211/1/FORECASTING_STOCK_MARKET_VOLATILITY_USING_WAVELET_TRANSFORMATION_ALGORITHM_OF_GARCH_MODEL.pdf http://eprints.usm.my/39211/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universiti Sains Malaysia |
Language: | English |
id |
my.usm.eprints.39211 |
---|---|
record_format |
eprints |
spelling |
my.usm.eprints.39211 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. |
institution |
Universiti Sains Malaysia |
building |
Hamzah Sendut Library |
collection |
Institutional Repository |
continent |
Asia |
country |
Malaysia |
content_provider |
Universiti Sains Malaysia |
content_source |
USM Institutional Repository |
url_provider |
http://eprints.usm.my/ |
language |
English |
topic |
QA1-939 Mathematics |
spellingShingle |
QA1-939 Mathematics Audu, Buba Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model |
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
|
format |
Thesis |
author |
Audu, Buba |
author_facet |
Audu, Buba |
author_sort |
Audu, Buba |
title |
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_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_sort |
forecasting stock market volatility using wavelet transformation algorithm of garch model |
publishDate |
2017 |
url |
http://eprints.usm.my/39211/1/FORECASTING_STOCK_MARKET_VOLATILITY_USING_WAVELET_TRANSFORMATION_ALGORITHM_OF_GARCH_MODEL.pdf http://eprints.usm.my/39211/ |
_version_ |
1643709584784752640 |