Modelling volatility of Kuala Lumpur composite index (KLCI) using SV and garch models
It is well-known that financial time series exhibits changing variance and this can have important consequences in formulating economic or financial decisions. In much recent evidence shows that volatility of financial assets is not constant, but rather that relatively volatile periods alternate wit...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Advanced Engineering and Science
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |