Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /

Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /

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书目详细资料
主要作者:	Alfreedi, Ajab Abdullah (Author)
格式:	Thesis 图书
语言:	English
主题:	Universiti Kebangsaan Malaysia > Dissertations. Stock exchanges. Finance > Econometric models. GARCH model. Dissertations, Academic > Malaysia.
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