Staff View: Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pi...

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Main Author:	Cheah, Lee Han
Format:	Thesis
Language:	English
Published:	2006
Subjects:	QA299.6-433 Analysis
Online Access:	http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf http://eprints.usm.my/7953/
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id	my.usm.eprints.7953
record_format	eprints
spelling	my.usm.eprints.7953 http://eprints.usm.my/7953/ Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Cheah, Lee Han QA299.6-433 Analysis Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between. 2006-12 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf Cheah, Lee Han (2006) Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb]. Masters thesis, Universiti Sains Malaysia.
institution	Universiti Sains Malaysia
building	Hamzah Sendut Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Sains Malaysia
content_source	USM Institutional Repository
url_provider	http://eprints.usm.my/
language	English
topic	QA299.6-433 Analysis
spellingShingle	QA299.6-433 Analysis Cheah, Lee Han Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
description	Sejak diperkenalkan oleh Kalman dan Bucy (1960), model penapis Kalman telah mendapat penggunaan yang luas dalam dalam program ruang angkasa dan bidang kejuteraan kawalan. Namun begitu, pengaplikasiannya dalam bidang siri masa kewangan masih jarang digunakan dan jauh ketinggalan. Ever since the pioneering work of Kalman and Bucy (1960), Kalman filter model has become widely used in the space programme and control engineering. However, its applications in financial time series have been very few and far in between.
format	Thesis
author	Cheah, Lee Han
author_facet	Cheah, Lee Han
author_sort	Cheah, Lee Han
title	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_short	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_fullStr	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_full_unstemmed	Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
title_sort	dynamics between malaysian equity market and macroeconomic variables : an application of kalman filter model with heteroskedastic error [qa402.3. c514 2007 f rb].
publishDate	2006
url	http://eprints.usm.my/7953/1/DINAMIK_ANTARA_PASARAN_EKUITI_MALAYSIA_DAN_PEMBOLEHUBAH-PEMBOLEHUBAH_MAKROEKONOMI_SATU_APLIKASI_MODEL_PENAPIS_KALMAN_DENGAN_RALAT_HETEROSKEDASTIK.pdf http://eprints.usm.my/7953/
_version_	1643700860022161408
score	13.252575

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].

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