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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

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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.