Publication:
An Application of the Wilkie Model in Analysing Share Price Index in Malaysia

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dc.ConferencecodeAcad Res Soc Malaysia
dc.ConferencedateAPR 10-12, 2018
dc.ConferencelocationGeorgetown, MALAYSIA
dc.Conferencename3rd International Conference on Applied Science and Technology (ICAST) - Materials Science
dc.contributor.authorHafiz, NAMen_US
dc.contributor.authorIshak, Nen_US
dc.contributor.authorRasedee, AFNen_US
dc.date.accessioned2024-05-29T02:49:51Z
dc.date.available2024-05-29T02:49:51Z
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.
dc.identifier.doi10.1063/1.5055497
dc.identifier.issn0094-243X
dc.identifier.scopusWOS:000481577600095
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/10947
dc.identifier.volume2016
dc.languageEnglish
dc.language.isoen_USen_US
dc.publisherAmer Inst Physicsen_US
dc.relation.ispartofProceedings Of The 3rd International Conference On Applied Science And Technology (Icast'18)
dc.sourceWeb Of Science (ISI)
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.typeArticleen_US
dspace.entity.typePublication

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