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An application of the Wilkie model in analysing share price index in Malaysia

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dc.Conferencecode140017
dc.Conferencedate10 April 2018 through 12 April 2018
dc.Conferencename3rd International Conference on Applied Science and Technology, ICAST 2018
dc.contributor.affiliationsFaculty of Economics and Muamalat
dc.contributor.affiliationsFaculty of Science and Technology
dc.contributor.affiliationsUniversiti Sains Islam Malaysia (USIM)
dc.contributor.authorHafiz N.A.M.en_US
dc.contributor.authorIshak N.en_US
dc.contributor.authorRasedee A.F.N.en_US
dc.date.accessioned2024-05-28T08:24:59Z
dc.date.available2024-05-28T08:24:59Z
dc.date.issued2018
dc.description.abstractWilkie investment model is a stochastic investment model that was built by A. D Wilkie in 1984 and was updated in 1995. The model building objective is forecasting. Box-Jenkins method was the basic structure of Wilkie model. It involves various type of forecasting model. Some model handle stationary time series such as autoregressive moving average (ARMA) model while some of them handle non-stationary time series such as autoregressive integrated moving average (ARIMA) model. There are four sub-models in the Wilkie model which is retail price index model, share dividend yield model, share dividend index model and Consols yield model.en_US
dc.description.natureFinalen_US
dc.editorNifa F.A.A.Lin C.K.Hussain A.en_US
dc.identifier.ArtNo20095
dc.identifier.doi10.1063/1.5055497
dc.identifier.isbn9780740000000
dc.identifier.issn0094243X
dc.identifier.scopus2-s2.0-85054549496
dc.identifier.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85054549496&doi=10.1063%2f1.5055497&partnerID=40&md5=11acc72aced950d689d99c28c9f4eab1
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/8591
dc.identifier.volume2016
dc.languageEnglish
dc.language.isoen_USen_US
dc.publisherAmerican Institute of Physics Inc.en_US
dc.relation.ispartofOpen Accessen_US
dc.relation.ispartofAIP Conference Proceedings
dc.sourceScopus
dc.subjectBox Jenkins modelen_US
dc.subjectShare Pricesen_US
dc.subjectWilkie investment modelen_US
dc.titleAn application of the Wilkie model in analysing share price index in Malaysiaen_US
dc.title.alternativeAIP Conf. Proc.en_US
dc.typeArticleen_US
dspace.entity.typePublication

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