Predicting Malaysian stock market return volatility using EWMA model and GARCH model / Nur Umara Yussof

• المؤلف الرئيسي: Yussof, Nur Umara
• التنسيق: Student Project
• اللغة: English
• منشور في: 2016
• الموضوعات: Stock exchanges. Insider trading in securities
• الوصول للمادة أونلاين: https://ir.uitm.edu.my/id/eprint/112471/1/112471.pdf; https://ir.uitm.edu.my/id/eprint/112471/

Quite a number of literatures exist on forecasting stock market returns and forecasting models. However, a number of authors question the level of superiority of these models in predicting the volatility of stock market returns. Hence, the current study aims to compare two forecasting models from th...