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Articles by Mohd Tahir Ismail
Total Records ( 3 ) for Mohd Tahir Ismail
  Mohd Tahir Ismail , Lee Siew Yong and Lim Ying Ming
  This study investigates the relationship between MYR/USD exchange rate and 10 sectoral stock markets indices after the pegging period which is starting from August 2005 to -December 2015. The Vector Auto Regressive or Vector Error Correction Model (VAR/VECM) framework is used in this study, nonetheless unit root tests (ADF and KPSS) as well as cointegration test will be implemented before using VAR/VECM framework. Since, there are long-run relationship between the significant sectoral markets which have been chosen from regression analysis, VECM is employed. Meanwhile, the results from Granger causality test indicates that there exists positive unidirectional from exchange rate to consumer product, finance and industrial product respectively. In short, high exchange rate has affected these three sectoral stock markets over the period under study. However, in long-term forecast, the variance decomposition results have shown that the impact of exchange rate on each sectoral stock price is ranging from 1.87-15.74%.
  Samsul Ariffin Abdul Karim , Mohd Tahir Ismail , Mahmod Othman , Mohd Faris Abdullah , Mohammad Khatim Hasan and Jumat Sulaiman
  Missing data imputation is an important task in statistical and sciences discipline. Solar radiation data obtained from the solar tracker does not complete and some data are missing due to human error in handling the instrument or the failure of the instrument. Thus, missing data imputation can be used to predict and estimate the unknown value of the solar radiation at certain time. This study will estimate the solar radiation by using rational cubic Ball spline function with three parameters. The interpolating rational Ball spline is able to give good result based on quadratic regression model.
  S. Al Wadi , Mohd Tahir Ismail and Samsul Ariffin Addul Karim
  Recently, the Fast Fourier Transforms (FFT) and the Discrete Wavelet Transforms (DWT) are two time series filtering methods that are used to represent the fluctuations of stocks market. In general the basic wavelet function, Haar wavelet transform is a mathematical function that cut off the data into different frequency components, satisfies some of mathematical requirements and it has better advantages than the traditional Fourier series in analyzing financial data. Fourier transform appears to have some problem associate with its transformation because it measures the data as a function of position (in frequency domain) without consider the time while wavelet transform displays their correlation as a function of scale and time (localized in both). In this study we use financial time series data taking from the Amman Stocks Market (Jordan) for a certain period of time in order to understand the similarities and dissimilarities between both of them. We look for point of abrupt changes, closing price and normalized data. In addition, some numerical results will be presented using Matlab programming.
 
 
 
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