Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pi...

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Bibliographic Details
Main Author:	Cheah, Lee Han
Format:	Thesis
Language:	English
Published:	2006
Subjects:	QA299.6-433 Analysis
Online Access:	http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf
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id	my-usm-ep.7953
record_format	uketd_dc
spelling	my-usm-ep.79532013-07-13T03:47:07Z Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. 2006-12 Cheah, Lee Han QA299.6-433 Analysis Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between. 2006-12 Thesis http://eprints.usm.my/7953/ http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik
institution	Universiti Sains Malaysia
collection	USM Institutional Repository
language	English
topic	QA299.6-433 Analysis
spellingShingle	QA299.6-433 Analysis Cheah, Lee Han Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
description	Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between.
format	Thesis
qualification_level	Master's degree
author	Cheah, Lee Han
author_facet	Cheah, Lee Han
author_sort	Cheah, Lee Han
title	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_short	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_fullStr	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full_unstemmed	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_sort	dynamics between malaysian equity market and macroeconomic variables : an application of kalman filter model with heteroskedastic error [qa402.3. c514 2007 f rb].
granting_institution	Universiti Sains Malaysia
granting_department	Pusat Pengajian Sains Matematik
publishDate	2006
url	http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf
_version_	1747819692508053504

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

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