Universiti Teknologi Malaysia Institutional Repository

Modelling KLCI daily returns using ARFIMA

Syed Zaid, Syed Taha (2003) Modelling KLCI daily returns using ARFIMA. In: Seminar Sains Aktuari dan Matematik Kewangan , 2003, Bangi, Selangor.

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Item Type:Conference or Workshop Item (Paper)
Subjects:Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions:Computer Science and Information System (Formerly known)
ID Code:22575
Deposited By: Liza Porijo
Last Modified:16 Feb 2012 04:38

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