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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Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Universiti Utara Malaysia
2004
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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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