Modelling Time Varying Beta Risk in The Saudi Arabian Stock Market: A Comparison of Alternative GARCH Models

dc.contributor.advisor	Joe Hillier
dc.contributor.author	SULTAN MANSOUR SULTAN ALTURKI
dc.date	2000
dc.date.accessioned	2022-05-29T14:52:39Z
dc.date.available	2022-05-29T14:52:39Z
dc.degree.department	Financial Modelling
dc.identifier.other	33039
dc.identifier.uri	https://drepo.sdl.edu.sa/handle/20.500.14154/49111
dc.publisher	Saudi Digital Library
dc.title	Modelling Time Varying Beta Risk in The Saudi Arabian Stock Market: A Comparison of Alternative GARCH Models
dc.type	Thesis
sdl.thesis.level	Master
sdl.thesis.source	SACM - United Kingdom

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