Kemeruapan pulangan pasaran indeks syariah Kuala Lumpur (KLSI): analisis model GARCH

• Main Authors: Abu Bakar, Abu Sufian, Abdullah, Hussin, Shakrani, Mohd Saharudin, Mohd Taib, Hasniza
• Format: Article
• Language: English
• Published: Universiti Utara Malaysia 2004
• Subjects: HG Finance
• Online Access: http://repo.uum.edu.my/112/1/Abu_Sufian_Abu_Bakar.pdf; http://repo.uum.edu.my/112/; http://ijms.uum.edu.my
• Institution: Universiti Utara Malaysia

Volatility of stock returns can be defined as a dispersion of stock return mean, which is known as variance. Information and knowledge about the behaviour of stock return volatility is pertinently important to economists and financial analysts in order to solve related economic problems. Poterba and...