Search Journal of Statistics and Management Systems
10 results found
Analyzing market risk forecasting of asymmetric GARCH model for stock volatility during the Malaysian general election period
Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew, Lim Min
Aug 2025
The impact of the Covid-19 and the Russia-Ukraine conflict on crude oil and stock market volatility
Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong, Lim Min
May 2025
An alternative method for out-of-sample forecast of FIEGARCH model
Debopam Rakshit, Ranjit Kumar Paul, Md. Yeasin, Christophe Chesneau
May 2025
Option valuation using Garch-type models : Empirical evidence using USD/INR data
Aaisha B. S. Mohungoo, Jason Narsoo
Apr 2025
Randow walk classifications and market risk evaluations of Malaysian stock market
Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong, Lim Min
Mar 2025
The impact of COVID-19 on value-at-risk estimations for US and China stock markets
Jiang Yuhan, Yin Deru, Fan Suze, Chin Wen Cheong, Lim Min
Nov 2024
Gold market risk evaluations using GARCH incorporate with machine learning
Lee Yong Xin, Chin Wen Cheong, Gloria Teng Ai Hui, Lim Min
Nov 2024
Implementing LSTM models for forecasting gold prices and analyzing volatility
Vaibhav Bhatnagar, Abdul Khader Jilani Saudagar, Ramesh Chandra Poonia
Aug 2024
Analyzing forecasting capabilities of GARCH models for stock prices in stochastic volatility contexts
Ramesh Chandra Poonia, Abdul Khader Jilani Saudagar, Vaibhav Bhatnagar
Aug 2024
Gold price volatility and forecasting evaluations with the impact of COVID-19 pandemic
Alwin Chong Kinnam, Angie Loh Yan Bin, Chin Wen Cheong, Lim Min, Gloria Teng Ai Hui
Dec 2023
