Evaluating and comparing volatility forecast using garch models - Hassan, Ahmed Ali (Bangi : Fakulti Sains Dan Teknologi, Universiti Kebangsaan Malaysia, 2008)
Thesis (Ph.D) - Universiti Kebangsaan Malaysia, 2008
References : p. 207-227
Keywords: Universiti Kebangsaan Malaysia -- Dissertations; Dissertations, Academic -- Malaysia; Economic forecasting; Econometric modeling; Stock price forecasting