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Number of items: 2.
C
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
L
Laham, Mohamed Faris
(2024)
Modeling of American-style Asian option under jump-diffusion process.
Doctoral thesis, Universiti Putra Malaysia.