A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)

A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)

The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI.

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Bibliographic Details
Main Author: Lim, Ming Chun
Format: Thesis
Published: 2008
Subjects:
HG1710 Electronic Funds Transfers
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id my-mmu-ep.1386
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spelling my-mmu-ep.13862010-09-02T06:07:48Z A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR) 2008-09 Lim, Ming Chun HG1710 Electronic Funds Transfers The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI. 2008-09 Thesis http://shdl.mmu.edu.my/1386/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Research Library
institution Multimedia University
collection MMU Institutional Repository
topic HG1710 Electronic Funds Transfers
spellingShingle HG1710 Electronic Funds Transfers
Lim, Ming Chun
A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
description The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI.
format Thesis
qualification_level Master's degree
author Lim, Ming Chun
author_facet Lim, Ming Chun
author_sort Lim, Ming Chun
title A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
title_short A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
title_full A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
title_fullStr A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
title_full_unstemmed A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)
title_sort study of kuala lumpur composite index futures (fkli) : technical indicator and value-at risk (var)
granting_institution Multimedia University
granting_department Research Library
publishDate 2008
_version_ 1747829359726559232

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