International linkages of the ASEAN and developed stock markets : a multivariate garch approach /

International linkages of the ASEAN and developed stock markets : a multivariate garch approach /

Saved in:

书目详细资料
主要作者:	Lee, Stan Shun Pinn (Author)
格式:	Thesis 图书
语言:	English
出版:	2013.
主题:	Stock exchanges > Mathematical models. Stock exchanges > Statistics. Econometrics. Investments > Mathematical models.
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

A statistical measure of herding in stock markets /
由: Wong, Yoke Chen
出版: (2007)

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

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

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

Stock Market Liquidity Commonality and its Determinants /
由: Abuzaid, Mohammed H. M.
出版: (2013)

Behaviour of trading and non-trading stock returns in the Malaysian Stock Market /
由: Tan, Lay Khong
出版: (2000)

A model to measure persistence of stock indices in the Stock Exchange of Singapore /
由: Chua, Gah Hok
出版: (1991)

Effects of quantitative easing on stock markets : the case of US, UK and Japan /
由: Nur Anis Syarwani Shahidan
出版: (2018)

An empirical analysis of returns and volatility in Malaysian stock market /
由: Gan, Boon Kee
出版: (2018)

Stock market declines and market fundamentals /
由: Ho, Yew Joe
出版: (2017)

The effect of thin trading on market parameters in the Singapore market and a test of security pricing /
由: Lim, Justin Kim Moh
出版: (1989)

The explanatory power of beta : a look at the Malaysian stock market /
由: Loy, Chwan Shyong
出版: (2001)

Credible signals of prospectus and the post listing performance of initial public offers /
由: Lin, Yong Tong
出版: (2019)

Investment performance of SES listed property stocks (1990-1996) /
由: Sng, Thiam Hock
出版: (1997)

Dynamic linkages of Asian emerging stock markets : an analysis of the pre- and post-liberalization era /
由: Tamat Sarmidi
出版: (1998)

A fundamental variable-based predictive model : exploratory investigation on selected stock markets /
由: Sharma, Kusum
出版: (1994)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
由: Choo, Wei Chong
出版: (1998)

Spectral analysis of random walk hypothesis for the Stock Exchange of Singapore /
由: Wong, Pao Njan
出版: (1996)

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

Dynamic analysis on ASEAN stock markets /
由: Praphan, Wongbangpo, 1968-
出版: (2000)

The effects of stock delistings on firm value, risk, market liquidity and market integration : with evidence on wealth effects from the stock exchanges of Malaysia and Singapore, using GARCH /
由: Ahamed Kameel Meera
出版: (1996)

Using genetic algorithms to develop investment strategies for the Malaysian stock market /
由: Baba, Coulibaly Oumar
出版: (2007)

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)

A descriptive comparision of the liquidity, risk and return of some international stock markets /
由: Foong, Wai Chun
出版: (1992)

A cointegration and causality analysis of the Malaysian stock market and the Singapore stock market /
由: Li, Kam Chiu
出版: (1995)

A test of efficiency of the Kuala Lumpur stock exchange ( KLSE ) - the effect of additions and delections from the Kuala [Lumpur] Composite Index (KLCI) on stock prices /
由: Ong, Sylvia Lean Im
出版: (2000)

Stock market integration : determinants and implications of trading-bloc effects in asset pricing /
由: Hooy, Chee Wooi
出版: (2007)

The effect of size, selection strategy and allocation method on stock portfolio performance /
由: Ng, Keat Yung
出版: (2008)

Stock preferences of foreign investors in Malaysian public listed firms /
由: Cho, Mah Vin
出版: (2016)

Macroeconomic determinants of stock market liquidity: evidence from selected Asian emerging markets /
由: Rehman, Ijaz Ur
出版: (2016)

International delistings, firm value and market integration : A case study on the stock exchanges of Singapore and Malaysia /
由: Wu, Wing-Yang
出版: (1993)

The macroeconomic effects of reserve interest rate under fixed exchange rates regime /
由: Wong, ChinYoong
出版: (2005)

The Malaysian Islamic stock market : a study on performance and the conditional capital asset pricing model /
由: Mohd Mahyudi bin Mohd Yusop
出版: (2008)

A preliminary investigation on China's two stock markets' efficiency /
由: Xie, Xiao Qing
出版: (1996)

An investigation into the empirical anomalies on the stock exchange of Singapore /
由: Chan, Moira
出版: (1991)

Changing patterns of stock market linkages in five ASEAN countries /
由: Wong, Yoke Chen
出版: (2003)

Testing the arbitrage pricing theory on the Tehran stock exchange
由: Sabetfar, Pooyar
出版: (2011)

An empirical analysis of Singapore's experience with options trading in equities /
由: Chan, Poh Kum
出版: (1987)

Asymmetric information, turnover anomaly, no trade and the short sale constraint : theory and evidence /
由: Pongsak Hoontrakul
出版: (1997)

Pricing and hedging currency and stock index futures options in information-time /
由: Wu, Ronghui
出版: (1998)

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