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Evaluating and comparing volatility forecast using garch models /

Hassan, Ahmed Ali

Evaluating and comparing volatility forecast using garch models / Ahmed Ali Hassan - Bangi : Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia, 2008 - xvii, 245 p. : charts ; 30 cm.

Thesis (Ph.D) - Universiti Kebangsaan Malaysia, 2008

References : p. 207-227

Subjects--Corporate Names:
Universiti Kebangsaan Malaysia--Dissertations

Subjects--Topical Terms:
Dissertations, Academic--Malaysia
Economic forecasting
Econometric modeling
Stock price forecasting

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Evaluating and comparing volatility forecast using garch models /

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