Modeling volatility of the KLCI daily returns / Siti Meriam Zahid ... [et al.]
Volatility is a central concept in financial engineering. It may be simply defined as the standard deviation of return values. A frequent modeling assumption is that volatility is constant. Unfortunately in many financial time series volatility appears to be anything but constant. This paper reports...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Fakulti Teknologi Maklumat dan Sains Kuantitatif
2006
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| Subjects: | |
| Online Access: | http://ir.uitm.edu.my/id/eprint/11657/ http://ir.uitm.edu.my/id/eprint/11657/1/AJ_SITI%20MERIAM%20ZAHID%20JTMSK%2006%201.pdf |