Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI
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my.utm.592562017-01-19T00:51:04Z http://eprints.utm.my/id/eprint/59256/ Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI Chen, Kho Chia Bahar, Arifah Kane, Ibrahim Lawal Ting, Chee Ming Abd. Rahman, Haliza A General Works 2015 Article PeerReviewed 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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A General Works Chen, Kho Chia Bahar, Arifah Kane, Ibrahim Lawal Ting, Chee Ming Abd. Rahman, Haliza Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
format |
Article |
author |
Chen, Kho Chia Bahar, Arifah Kane, Ibrahim Lawal Ting, Chee Ming Abd. Rahman, Haliza |
author_facet |
Chen, Kho Chia Bahar, Arifah Kane, Ibrahim Lawal Ting, Chee Ming Abd. Rahman, Haliza |
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Chen, Kho Chia |
title |
Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
title_short |
Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
title_full |
Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
title_fullStr |
Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
title_full_unstemmed |
Estimation of Stochastic Volatility with Long Memory for Index Prices of FTSE Bursa Malaysia KLCI |
title_sort |
estimation of stochastic volatility with long memory for index prices of ftse bursa malaysia klci |
publishDate |
2015 |
url |
http://eprints.utm.my/id/eprint/59256/ |
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1643654520369053696 |
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13.18916 |