Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market-Reference-Cited by-同舟云学术

Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Angabini Amir,Wasiuzzaman Shaista

Publisher

Elsevier BV

Reference50 articles.

1. Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities;A. -Abu Shamiri;Journal of Malaysian Mathematical Sciences,2007

2. Conditional heteroscedasticity in time series of stock returns;V Akgiray;Journal of Business,1989

3. Share price determination and share price behaviour in developing economies : the case of Malaysia and Singapore;S Arief;International Journal of Forecasting,1975

4. The message in daily exchange rates: a conditional variance tale;R T Baillie;Journal of Business and Economic Statistics,1989

5. On measuring volatility and the GARCH forecasting performance;E Barucci;Journal of International Financial Markets,2001

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