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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Bibliographic Details
Main Author: Alfreedi, Ajab Abdullah (Author)
Format: Thesis Book
Language:English
Subjects:
Universiti Kebangsaan Malaysia > Dissertations.
Stock exchanges.
Finance > Econometric models.
GARCH model.
Dissertations, Academic > Malaysia.
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