Modelling and forecasting the predictability of stock market return in asian countries by using hybrid arima-garch models
Predictability of the stock market return has been a crucial topic over a decade. The ability to forecast and predict the stock market price allows investors to make investment decisions at the lowest risk and also allows policy makers to evaluate development of stock markets as to design rules and...
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| Format: | Thesis |
| Language: | English |
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2020
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| Online Access: | http://eprints.utm.my/id/eprint/102404/1/SiowKentWohMFS2020.pdf.pdf |
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