Browsing by Author Abu Hassan Shaari Mohd Nor

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Showing results 1 to 9 of 9
PreviewIssue DateTitleAuthor(s)
2009A Simple Power-Law Tail Estimation of Financial Stock ReturnAbu Hassan Shaari Mohd Nor; Chin Wen Cheong; Zaidi Isa
2009Comparing the Accuracy of Density Forecasts from Competing GARCH ModelsAbu Hassan Shaari Mohd Nor; Ahmad Shamiri; Zaidi Isa
2009Financial Risk Evaluations in Malaysian Stock Exchange Using Extreme-Value Theory and Component-ARCH ModelAbu Hassan Shaari Mohd Nor; Chin Wen Cheong; Zaidi Isa
2004Keberkesanan dasar kadar pertukaran tetap : analisis VaR ke atas pasaran saham di BSKLAbu Hassan Shaari Mohd Nor; Andry Faizal
-Keberkesanan dasar kawalan modal: suatu kajian hubungan kemeruapan antara pasaran saham AseanTamat Sarmidi; Abu Hassan Shaari Mohd Nor; Seminar Kebangsaan Fakulti Ekonomi dan Perniagaan
-Keberkesanan dasar penetapan nilai mata wang dalam mengkesampingkan faktor-faktor luar di BSKLTamat Sarmidi; Abu Hassan Shaari Mohd Nor; National Seminar on Strenghtening the Macrroeconomic Fundamentals of the Malaysian Economy
no_preview_available.png2006Long Memory and Asymmetric Volatility Behaviour of the Malaysian Stock Market : A Statistical Modelling Approach = Tabiat Kemeruapan Ingatan Berpanjangan dan Asimetrik Pasaran Saham Malaysia : Satu pendekatan Permodalan BerstatistikAbu Hassan Shaari Mohd Nor; Chin Wen Cheong
2007On the Relationship between Inflation Rate and Inflation Uncertainty : An Application of the GARCH Family Models = Hubungan antara Kadar Inflasi dan Kemeruapan Inflasi : Satu Aplikasi Model Keluarga GARCHAbu Hassan Shaari Mohd Nor; Fauziah Maarof; Tan Yan Ling
-Target rate changes and interest rate volatility: a preliminary analysisTamat Sarmidi & Andry Faizal; Abu Hassan Shaari Mohd Nor; Proceeding International Seminar: Sustainable Economic and Business Development in an Era of Globalisation