Kapak Resmi

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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Detaylı Bibliyografya
Asıl Yazarlar:	Zahid, Siti Meriam (Yazar), Zainol, Mohammad Said (Yazar), Mohamed Sani, Ibrahim (Yazar), Zaharim, Azami (Yazar)
Materyal Türü:	Kitap
Baskı/Yayın Bilgisi:	Fakulti Teknologi Maklumat dan Sains Kuantitatif, 2006.
Konular:	Article PeerReviewed
Online Erişim:	Link Metadata
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

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