Seasonality of volatility and returns and their causal relationship in the Kuala Lumpur Stock Exchange / by Toh Hock Chai.

Toh, Hock Chai (2001) Seasonality of volatility and returns and their causal relationship in the Kuala Lumpur Stock Exchange / by Toh Hock Chai. Masters thesis, University of Malaya.

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                  Item Type: Thesis (Masters)
                  Additional Information: Dissertation (M.App.Stats.) -- Jabatan Statistik Gunaan, Fakulti Ekonomi dan Pentadbiran, Universiti Malaya, 2001.
                  Uncontrolled Keywords: Seasonality of volatility
                  Subjects: H Social Sciences > HA Statistics
                  Divisions: Faculty of Economics & Administration
                  Depositing User: Mr Shukri Abd Hamid
                  Date Deposited: 16 Apr 2012 23:29
                  Last Modified: 06 Oct 2014 17:57
                  URI: http://studentsrepo.um.edu.my/id/eprint/2633

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