Items where Author is "Ahmad, Muhammad Idrees"
 | Up a level |
Group by: Item Type | No Grouping
Number of items: 2.
Choo, Wei Chong and Loo, Sin Chun and Ahmad, Muhammad Idrees
(2002)
Modelling the volatility of currency exchange rate using GARCH model.
Pertanika Journal of Social Sciences & Humanities, 10 (2).
pp. 85-95.
ISSN 0128-7702; ESSN: 2231-8534
Choo, Wei Chong and Ahmad, Muhammad Idrees and Abdullah, Mat Yusoff
(1999)
Performance of GARCH models in forecasting stock market volatility.
Journal of Forecasting, 18 (5).
pp. 333-343.
ISSN 1099-131X