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Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /

Alfreedi, Ajab Abdullah,

Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market / Ajab Abdullah Alfreedi. - xvii, 252 pages : illustrations ; 30 cm.

Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.

Tesis (P.hD) - Universiti Kebangsaan Malaysia, 2013.

Rujukan : mukasurat [203]-214.

Subjects--Corporate Names:
Universiti Kebangsaan Malaysia--Dissertations.

Subjects--Topical Terms:
Stock exchanges.
Finance--Econometric models.
GARCH model.
Dissertations, Academic--Malaysia.

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Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /

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