Forecasting stock market volatility on Bursa Malaysia Plantation Index

Forecasting stock market volatility on Bursa Malaysia Plantation Index

This research applies the Bursa Malaysia Plantation Index to examine the most suitable forecasting model. The Plantation Index is studied because Malaysia is the world second largest in oil palm producer. Additionally, volatile crude palm oil price has resulted in the Plantation Index becoming more...

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Bibliographic Details
Main Authors: Lee, Hui Shan, Ng, David Ching Yat, Lau, Teck Chai, Ng, Chee Hong
Format: Article
Language:English
Published: Scientific & Academic Publishing 2016
Online Access:http://psasir.upm.edu.my/id/eprint/51077/1/Forecasting%20stock%20market%20volatility%20on%20Bursa%20Malaysia%20Plantation%20Index.pdf

Internet

http://psasir.upm.edu.my/id/eprint/51077/1/Forecasting%20stock%20market%20volatility%20on%20Bursa%20Malaysia%20Plantation%20Index.pdf

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