Modelling and forecasting volatile data by using ARIMA and GARCH models
Title
: 
Modelling and forecasting volatile data by using ARIMA and GARCH models

Personal Author
: 
Nor Hamizah Miswan, 1990-

Publication Information
: 
2013

Physical Description
: 
xv, 133 p. : ill. ; 30 cm.

General Note
: 
Also available in CD-ROM : CP 030412 ra
 
Supervisor : Pm. Dr. Maizah Hura Ahmad

Subject Term
: 
Box-Jenkins forecasting
 
GARCH model
 
Economic forecasting -- Mathematical models

Added Author
: 
Maizah Hura Ahmad, supervisor

Added Corporate Author
: 
Fakulti Sains

Thesis (Sarjana Sains (Matematik)) - Universiti Teknologi Malaysia, 2013


LibraryItem BarcodeCall NumberMaterial TypeItem Category 1
FS LibraryFS300000007926XX(801000.1)Closed Access ThesisUTM Master Thesis (Closed Access)
Perpustakaan Raja Zarith Sofiah30000010304851QA280 N674 2013 rafClosed Access ThesisUTM Master Thesis (Closed Access)