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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Main Author: | Cheah, Lee Han |
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Format: | Thesis |
Language: | English |
Published: |
2006
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Subjects: | |
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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