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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| Format: | Conference or Workshop Item |
| Language: | English |
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2013
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| Online Access: | http://irep.iium.edu.my/33420/ http://irep.iium.edu.my/33420/1/IRIE_2013.pdf |