Modeling volatility of the KLCI daily returns / Siti Meriam Zahid ... [et al.]
Volatility is a central concept in financial engineering. It may be simply defined as the standard deviation of return values. A frequent modeling assumption is that volatility is constant. Unfortunately in many financial time series volatility appears to be anything but constant. This paper reports...
Kaydedildi:
| Asıl Yazarlar: | , , , |
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| Materyal Türü: | Kitap |
| Baskı/Yayın Bilgisi: |
Fakulti Teknologi Maklumat dan Sains Kuantitatif,
2006.
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| Konular: | |
| Online Erişim: | Link Metadata |
| Etiketler: |
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Internet
Link Metadata3rd Floor Main Library
| Yer Numarası: |
A1234.567 |
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| Kopya Bilgisi 1 | Kütüphanede |