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Browsing by Subject GARCH
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
| Dec-2022 | Modelling and forecasting gold price return and its volatility | Izzah Nazatul Nazihah, Ejap; Nur Hamizah, Mohd Ariff; Nur Huda Athirah, Abdullah; Nurul Nisa’, Khairol Azmi; Faculty Of Computer and Mathematical Sciences, Universiti Teknologi MARA (UiTM); nurulnisa@uitm.edu.my |
| 20-Nov-2012 | Portfolio index risk estimation using Garch and VaR methods | Noor Azlinna, Azizan, Prof. Madya Dr.; Lee, Chia Kuang; Norhidayah, Abdull; Zenat, A.H. Abuzaid; aazlinna@yahoo.com; chia@ump.edu.my; hidayahabdull@ump.edu.my |