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

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Main Authors: Chen, Kho Chia, Bahar, Arifah, Kane, Ibrahim Lawal, Ting, Chee Ming, Abd. Rahman, Haliza
Format: Article
Published: 2015
Subjects:
A General Works
Online Access:http://eprints.utm.my/id/eprint/59256/
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id my.utm.59256
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spelling 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
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic A General Works
spellingShingle 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
author_sort 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/
_version_ 1643654520369053696
score 13.154949

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