A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models

A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models

Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime swi...

Full description

Saved in:
Bibliographic Details
Main Author: Phoong, Seuk Wai
Format: Thesis
Language:English
Published: 2015
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/31376/1/A_STUDY_OF_RELATIONSHIP_BETWEEN_COMMODITY_PRICE_AND_STOCK_PRICE_USING_MS-VAR_AND_MS-VECM_MODELS.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-usm-ep.31376
record_format uketd_dc
spelling my-usm-ep.313762019-04-12T05:25:43Z A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models 2015-06 Phoong, Seuk Wai QA1 Mathematics (General) Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime switching. Structural change as well as break is often reported in the series. 2015-06 Thesis http://eprints.usm.my/31376/ http://eprints.usm.my/31376/1/A_STUDY_OF_RELATIONSHIP_BETWEEN_COMMODITY_PRICE_AND_STOCK_PRICE_USING_MS-VAR_AND_MS-VECM_MODELS.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Sains Matematik
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic QA1 Mathematics (General)
spellingShingle QA1 Mathematics (General)
Phoong, Seuk Wai
A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
description Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime switching. Structural change as well as break is often reported in the series.
format Thesis
qualification_name Doctor of Philosophy (PhD.)
qualification_level Doctorate
author Phoong, Seuk Wai
author_facet Phoong, Seuk Wai
author_sort Phoong, Seuk Wai
title A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
title_short A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
title_full A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
title_fullStr A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
title_full_unstemmed A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
title_sort study of relationship between commodity price and stock price using ms-var and ms-vecm models
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Sains Matematik
publishDate 2015
url http://eprints.usm.my/31376/1/A_STUDY_OF_RELATIONSHIP_BETWEEN_COMMODITY_PRICE_AND_STOCK_PRICE_USING_MS-VAR_AND_MS-VECM_MODELS.pdf
_version_ 1747820411461042176

Similar Items