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 |
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Format: | Article |
Published: |
2015
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Subjects: | |
Online Access: | http://eprints.utm.my/id/eprint/59256/ |
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