Evaluating and comparing volatility forecast using garch models - Hassan, Ahmed Ali (Bangi, Selangor : Perpustakaan Tun Seri Lanang, Universiti Kebangsaan Malaysia, 2010)
Thesis (Ph.D) - Universiti Kebangsaan Malaysia, 2008
References : p. 207-227
Keywords: Universiti Kebangsaan Malaysia -- Dissertations; Dissertations, Academic -- Malaysia; Economic forecasting; Econometric modeling; Stock price forecasting