L[1]-GARCH models : parameter estimations, performance measures and its applications /
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
2008.
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| Subjects: | |
| Online Access: | http://dspace.fsktm.um.edu.my/handle/1812/583 |
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| LEADER | 01061cam a2200277 a 4500 | ||
|---|---|---|---|
| 001 | u784926 | ||
| 003 | SIRSI | ||
| 005 | 201001190851 | ||
| 008 | 100119s2008 my t 000 0 eng m | ||
| 040 | |a UMM | ||
| 090 | |a QA3 |b UMP 2008 Sharms | ||
| 100 | 0 | |a Shamsul Rijal Muhammad Sabri. | |
| 245 | 1 | 0 | |a L[1]-GARCH models : |b parameter estimations, performance measures and its applications / |c Shamsul Rijal bin Muhammad Sabri. |
| 260 | |c 2008. | ||
| 300 | |a xiv, 171 leaves : |b ill. ; |c 30 cm. | ||
| 500 | |a [1] represent as subscript. | ||
| 502 | |a Thesis (Ph.D) -- Institut Sains Matematik, Fakulti Sains, Universiti Malaya, 2009. | ||
| 504 | |a Bibliography: leaves 105-112. | ||
| 650 | 0 | |a Heteroscedasticity. | |
| 650 | 0 | |a Analysis of variance. | |
| 650 | 0 | |a Econometrics models. | |
| 710 | 2 | |a Universiti Malaya. |b Institut Sains Matematik. | |
| 856 | 4 | 1 | |u http://dspace.fsktm.um.edu.my/handle/1812/583 |
| 900 | |a ZSA-ZA | ||
| 596 | |a 1 | ||
| 999 | |a QA3 UMP 2008 SHARMS |w LC |c 1 |i A513732232 |d 3/11/2010 |e 3/11/2010 |f 11/3/2010 |g 1 |l STACKS |m P01UTAMA |n 1 |r Y |s Y |t TESIS |u 11/3/2010 | ||