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Impact of the macroeconomic variables on all share price index : garch-X approach

By: Amarasinghe, Amarasinghe Arachchige Malith DamithContributor(s): Prof. T.S.G. Peiris [supervisor]Language: English Publisher: [2017]Description: x, 81p. : col. ill. CD - ROMSubject(s): MSc in Business Statistics | MATHEMATICS-Dissertations | BUSINESS STATISTICS-Dissertations | MACROECONOMIC VARIABLES | ALL SHARE PRICE INDEX(ASPI) | Volatility | Share marketOnline resources: Click here to access online Dissertation note: University of Moratuwa 2017 Department of Mathematics Faculty of Engineering
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Thesis Thesis Library, University of Moratuwa
The University of Moratuwa Library (UML) is one of the most prominent technology libraries in the country. Its main subject specializations are Engineering, Architecture and Information Technology. However, the library caters to the requirements of the membership by housing books and other materials of general interest as well.
Thesis Collection
519.2(043) (Browse shelf) DMA 06/17 LB/DON/80/2017 Not For Loan (Restricted Access) TH3419 TH3419

M.Sc. in Business Statistics

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TH3419

University of Moratuwa 2017 Department of Mathematics Faculty of Engineering

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