Fractionally integrated time-varying volatility under structural break: evidence from Kuala Lumpur composite index

Chin, , Wen Cheong and Zaidi,, Isa and Abu Hassan,, Shaari Mohd. Nor (2008) Fractionally integrated time-varying volatility under structural break: evidence from Kuala Lumpur composite index. Sains Malaysiana, 37 (4).

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Item Type: Article
Subjects: Q Science > Q Science (General)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 04 Feb 2013 03:49
Last Modified: 04 Feb 2013 03:49
URI: http://shdl.mmu.edu.my/id/eprint/3806

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