Generalised autoregressive conditional heteroscedasticity (GARCH) models for stock market volatility /
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
1998.
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 01024nam a2200253 4500 | ||
|---|---|---|---|
| 001 | vtls000230271 | ||
| 003 | UPM | ||
| 005 | 20161021024351.0 | ||
| 008 | 980815s1998 my t 00 eng | ||
| 039 | 9 | |a 201206111558 |b sp |c 201205090851 |d sp |c 201102181141 |d myi |c 200804160730 |d VLOAD |y 200110271248 |z load0005 | |
| 040 | |c UPM | ||
| 090 | 0 | 0 | |a FSAS 1998 1 |
| 100 | 1 | |a Choo, Wei Chong. | |
| 245 | 1 | 0 | |a Generalised autoregressive conditional heteroscedasticity (GARCH) models for stock market volatility / |c Choo Wei Chong. |
| 260 | |a 1998. | ||
| 300 | |a 116 leaves ; |c 30cm. | ||
| 500 | |a Also available in microfilm (jacketted in fische). | ||
| 502 | |a Thesis (M.S.) - Universiti Putra Malaysia, 1998. | ||
| 610 | 2 | 0 | |a Universiti Putra Malaysia |x Dissertations. |
| 650 | 0 | |a GARCH model. | |
| 650 | 0 | |a Stock exchanges |z Kuala Lumpur. | |
| 942 | |2 lcc |c 10004 | ||
| 999 | |c 88836 |d 88836 | ||
| 952 | |0 0 |1 0 |2 lcc |4 0 |6 FSA S1998 00001 |7 0 |9 127269 |a 10000 |b 10000 |c 50004 |d 2016-10-21 |i 1000439945 |o FSAS 1998 1 |p 1000407138 |r 2016-10-21 |t 1 |w 2016-10-21 |y 50004 | ||