Nor Hamizah Miswan, Nor Azazi Ngatiman, Khairum Hamzah, Zaminor Zamzamir Zamzamin, Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Malaysia market properties and shares

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APPLIED MATHEMATICAL SCIENCES

ISSN 1312-885X (print) ISSN 1314-7552 (online)

Nor Hamizah Miswan, Nor Azazi Ngatiman, Khairum Hamzah, Zaminor Zamzamir Zamzamin
Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Malaysia market properties and shares
Applied Mathematical Sciences, Vol. 8, 2014, no. 140, 7001-7012
http://dx.doi.org/10.12988/ams.2014.47548
Copyright © 2014 Nor Hamizah Miswan, Nor Azazi Ngatiman, Khairum Hamzah, Zaminor Zamzamir Zamzamin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Cited by (1):
Mohamed A.H. Milad, Rose Irnawaty Ibrahim and Samiappan Marappan, A comparison among two composite models (without regression processing) and (with regression processing), applied on Malaysian imports, Applied Mathematical Sciences, 9 (2015), no. 116, 5757-5767 [CrossRef]

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