Comparative performance of ARIMA and GARCH Models in modelling and forecasting volatility of Malaysia market properties and shares
Market properties and shares are important in the field of finance in order to measure the economic growth of a country. These market properties are volatile time series as they have huge price swings in a shortage or an oversupply period. In this study, we use two time series models which are Box-J...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
HIKARI LTD
2014
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| Subjects: | |
| Online Access: | http://eprints.utem.edu.my/id/eprint/13950/1/Nor_Hamizah%27s_Journal_%285%29.pdf http://eprints.utem.edu.my/id/eprint/13950/ http://www.m-hikari.com/ http://dx.doi.org/10.12988/ams.2014.47548 |
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