Modeling volatility using GARCH (1, 1) Model: The case of Kuala Lumpur Composite Index (KLCI)

In a dynamic environment, economies go through business cycle which may be considered to be a consequence of the stochastic nature of the financial markets. Past few years, there has been observed a considerable uncertainty in the financial markets in both developed and emerging nations worldwide...

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Bibliographic Details
Main Author: Islam, Mohd Aminul
Format: Conference or Workshop Item
Language:English
Published: 2013
Subjects:
Online Access:http://irep.iium.edu.my/33420/
http://irep.iium.edu.my/33420/1/IRIE_2013.pdf