Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Kuala Lumpur composite index / Hasma Basyirah Bakar , Nik Sofiah Nik Rusdi and Nurul Athirah Rushdi
Time series modelling is an effective study that has engaged consideration of researcher society in excess of the past few periods. The purpose of the time series modelling is to wisely compile and precisely study the previous information of a time series to create an applicable model that defines t...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Thesis |
| 語言: | English |
| 出版: |
2019
|
| 主題: | |
| 在線閱讀: | https://ir.uitm.edu.my/id/eprint/32352/1/32352-Comparative%20Perfomance%20of%20arima.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!