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

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Bibliographic Details
Main Authors: Chen, Kho Chia, Bahar, Arifah, Kane, Ibrahim Lawal, Ting, Chee Ming, Abd. Rahman, Haliza
Format: Article
Published: 2015
Subjects:
Online Access:http://eprints.utm.my/id/eprint/59256/
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