Modeling and forecasting of Bursa Malaysia composite index using linear time series models and Kalman filter /

Modeling and forecasting of Bursa Malaysia composite index using linear time series models and Kalman filter /

Saved in:

書目詳細資料
主要作者:	Hamzah Arof
格式:	Thesis 圖書
語言:	English
出版:	2005.
主題:	Bursa Malaysia Stock exchanges > Malaysia > Econometric models Time-series analysis.
在線閱讀:	http://studentsrepo.um.edu.my/id/eprint/943
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

The application of the combination model, econometric model and time series model in forecasting /
由: Chee, Kin Nyian
出版: (1998)

The Nature of trends in Malaysian macroeconomic time series /
由: Amirullah bin Tan
出版: (1989)

Fuzzy time series and geometric brownian motion in forecasting stock prices in Bursa Malaysia / Nur Ezzati Dayana Mohd Ramli
由: Mohd Ramli, Nur Ezzati Dayana
出版: (2020)

Conditional heteroscedasticity, external events and application of wavelet filters in financial time series /
由: Sabiruzzman, Md
出版: (2012)

An empirical evaluation of different estimation techniques of cointegrating vectors /
由: Tan, Khay Boon
出版: (1995)

Price earnings ratios modelling in different stages of stock market cycle : an empirical study of ninety companies listed in the Kuala Lumpur Stock Exchange /
由: Hooi, Kam Seng
出版: (1986)

Parameter-driven count time series models /
由: Nawwal Ahmad Bukhari
出版: (2018)

The Estimation of missing values in time series using the combination of forecasts approach /
由: Rasimah Aripin
出版: (1994)

Studies on time series properties of forward discount in foreign exchange market /
由: Aidil Rizal Shahrin
出版: (2015)

A new hybrid method of intuitionistic fuzzy inference system for improving the performance of time series forecasting model
由: Herrini Mohd Pauzi

Essays on modeling conditional volatility with regime switches : applications to the Hong Kong stock market /
由: Zhang, Xiying
出版: (2000)

Application of volatility models on testing informational efficiency of Bursa Malaysia in the presence of consumer sentiment index /
由: Balkiz, Ozer
出版: (2006)

Forecasting of pharmaceutical products using arima model and exponential smoothing / Nur Hayatul Afza Mohamed Fishal
由: Mohamed Fishal, Nur Hayatul Afza
出版: (2021)

Penggunaan teori kekalutan : satu penerokaan dalam Klibor dan pasaran saham /
由: Guok, Tiong Hock
出版: (1997)

International linkages of the ASEAN and developed stock markets : a multivariate garch approach /
由: Lee, Stan Shun Pinn
出版: (2013)

A bivariate correlational study between the closing stock price and volatility of trading volume : a test of the weak form efficient market hypothesis on the technology sector KLSE Main Board (June 2000-June 2002) /
由: Gun, Pei Leng
出版: (2003)

Inferences for integer-valued time series models /
由: Nurul Najihah Mohamad
出版: (2017)

An analysis of volatility co-movement between Malaysia, US, UK, Japan and Hong Kong stock markets /
由: T. Shanmugam Thangavelu
出版: (2009)

The Johansen cointegration technique and spot and forward rate hypothesis /
由: Luo, Jianhui
出版: (1997)

Stochastic modelling of gamma distributed river flows time series /
由: Lai, Yean Fong
出版: (1990)

Time series analysis and improved deep learning model for electricity price forecasting /
由: Iqbal, Md Rashed
出版: (2022)

Some neural networks and time series models for quality and reliability data analysis /
由: Ho, Siong Lin
出版: (2002)

A study to forecast tourist flow into Peninsular Malaysia using time series modelling techniques /
由: Tan, Ka Eng
出版: (1986)

Nonlinear analysis of chaotic time series /
由: Gong, Xiaofeng
出版: (2002)

Persistence of profits : intra-and inter-sector comparisons /
由: Liew, Toh Peng
出版: (2002)

Support vector machines based methods for time series forecasting /
由: Cao, Lijuan
出版: (2002)

Forecasting methods : a comparative study alternative classes (types) of time series models /
由: Ng, Lucas Courvoisier
出版: (1993)

The relationship between stock price and currency exchange rate in Malaysia : the case before pegging and after depegging of Ringgit Malaysia /
由: Ooi, Beng Hooi
出版: (2010)

Share price performance surrounding share buyback event in Malaysia /
由: Lim, Keng Tee
出版: (2010)

Permasalahan gharar dalam urusniaga saham di Bursa Saham Kuala Lumpur /
由: Hairon Zainal Abidin

Properties of selected garma models and their estimation procedures
由: Ramiah Pillai, Thulasyammal
出版: (2012)

Comparison between fuzzy time series [FTS] model and double exponential smoothing [DES] model in predicting the number of road traffic accidents / Bibi Nurul Idora Khairul Albar
由: Khairul Albar, Bibi Nurul Idora
出版: (2021)

The relationship between financial liberalization and stock market efficiency : a study of emerging markets /
由: Naghavi, Navaz
出版: (2014)

Aggregate stock liquidity of Bursa Malaysia /
由: Liew, Ping Xin
出版: (2020)

Analisis teknikal saham patuh syariah di Bursa Malaysia menurut perspektif Islam /
由: Safiah Ruslan
出版: (2018)

An empirical investigation of the arbitrage pricing model on the Kuala Lumpur Stock Exchange /
由: Nagaratnam, Jeyasreedharan T.
出版: (1989)

Stock market integration in Malaysia /
由: Soo, Yoke Kheng
出版: (2010)

Penjejakan panjang-ingatan data siri masa dengan pendekatan kuantil /
由: Muzirah Musa

Comparison of some technical indicators in the Kuala Lumpur Stock Exchange /
由: Lim, Gin Hoe
出版: (2001)

A study on the separation of the Singapore and Malaysian stock markets /
由: Yu, Ching Sing
出版: (1996)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group