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Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI

Chen, Kho Chia and Bahar, Arifah and Kane, Ibrahim Lawal and Ting, Chee Ming and Abd. Rahman, Haliza (2015) Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI. 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II): EMPOWERING THE APPLICATIONS OF STATISTICAL AND MATHEMATICAL SCIENCES, 1643 . pp. 73-79. ISSN 0094-243X

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Item Type:Article
Subjects:A General Works
ID Code:59256
Deposited By: Haliza Zainal
Deposited On:18 Jan 2017 09:50
Last Modified:19 Jan 2017 08:51

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