Citation
Lim, Ming Chun (2008) A Study Of Kuala Lumpur Composite Index Futures (FKLI) : Technical Indicator And Value-At Risk (VaR). Masters thesis, Multimedia University. Full text not available from this repository.
Official URL: http://vlib.mmu.edu.my/diglib/login/dlusr/login.ph...
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 |
| URII: | http://shdl.mmu.edu.my/id/eprint/1386 |
Downloads
Downloads per month over past year
 Edit (login required) |