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...
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| Main Authors: | , , , |
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| Format: | Book |
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Fakulti Teknologi Maklumat dan Sains Kuantitatif,
2006.
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| Online Access: | Link Metadata |
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