Modeling and forecasting of Bursa Malaysia composite index using linear time series models and Kalman filter / Hamzah Arof.

Arof, Hamzah (2005) Modeling and forecasting of Bursa Malaysia composite index using linear time series models and Kalman filter / Hamzah Arof. Masters thesis, Universiti Malaya.

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                      Item Type: Thesis (Masters)
                      Additional Information: Dissertation (M.B.A.) -- Fakulti Perniagaan dan Perakaunan, Universiti Malaya, 2005.
                      Uncontrolled Keywords: Stock exchanges--Malaysia--Econometric models ; Time-series analysis
                      Subjects: H Social Sciences > H Social Sciences (General)
                      Divisions: Faculty of Business and Accountancy
                      Depositing User: Cik Siti Iryani Ismail
                      Date Deposited: 08 Apr 2012 17:34
                      Last Modified: 11 Jul 2013 09:53
                      URI: http://studentsrepo.um.edu.my/id/eprint/943

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