Krisis Subprima dan Kemeruapan Harga Saham Mengikut Sektor Ekonomi di Bursa Malaysia
2022-10-08
This paper aims to examine the volatility of stock prices by sub-sectors of the economy in the Malaysian Bourse, and also to identify the sub-sectors that have persistence volatility. Time series econometrics methods namely ARCH and GARCH models are used in identifying the level of stock prices volatility in threeContinue Reading