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

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...

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Bibliographic Details
Main Authors: Abu Bakar, Abu Sufian, Abdullah, Hussin, Shakrani, Mohd Saharudin, Mohd Taib, Hasniza
Format: Article
Language:English
Published: Universiti Utara Malaysia 2004
Subjects:
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
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