Modelling heterogeneous volatility behaviour in Malaysian stock market / Mohd Adza Mohd Jefrie
This study examines the volatility behavior in the Malaysian stock market by considering the heterogeneous issue highlighted. To examine and modelling the persistency and leverage effect in volatility by using different frequencies of data in different indices characteristics in Malaysian stock Mark...
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Main Author: | Mohd Jefrie, Mohd Adza |
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Format: | Thesis |
Language: | English |
Published: |
2021
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Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/46548/1/46548.pdf |
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