A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR)

Lim, Ming Chun (2008) A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR). Masters thesis, Multimedia University.

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Abstract

The first part of the study examines the predictability of technical tradimg rules on the daily return of Kuala Lumpur Composite Index Futures (FKLI) from December 1995 to June 2008. The second part of the study examines the Value-at-Risk (VaR) on FKLI.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance > HG1710 Electronic Funds Transfers
Divisions: Faculty of Management (FOM)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 02 Sep 2010 06:07
Last Modified: 02 Sep 2010 06:07
URI: http://shdl.mmu.edu.my/id/eprint/1386

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