Evaluating and comparing volatility forecast using garch models /

Evaluating and comparing volatility forecast using garch models /

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Bibliographic Details
Main Author: Hassan, Ahmed Ali
Format: Thesis Book
Language:English
Published: Bangi : Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia, 2008
Subjects:
Universiti Kebangsaan Malaysia > Dissertations
Dissertations, Academic > Malaysia
Economic forecasting
Econometric modeling
Stock price forecasting
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Description
Physical Description:xvii, 245 p. : charts ; 30 cm.
Bibliography:References : p. 207-227

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