Items where Author is "Abu Hassan Shaari , Mohd Nor"
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Chin, , Wen Cheong and Zaidi, Isa and Abu Hassan Shaari , Mohd Nor (2009) Financial risk evaluations in Malaysian stock exchange using extreme-value-theory and component-ARCH model. Sains Malaysiana, 38 (4). pp. 567-575. ISSN 0126-6039
Chin, , Wen Cheong and Abu Hassan Shaari , Mohd Nor and Zaidi, Isa (2009) A simple power-law tail estimation of financial stock return. Sains Malaysiana, 38 (5). pp. 745-749. ISSN 0126-6039
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. Fractionally Integrated Time-Varying Volatility under Structural Break: Evidence from Kuala Lumpur Composite Index. pp. 405-411.