Items where Author is "Aminuddin Jafry, Nurul Hanis"
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Aminuddin Jafry, Nurul Hanis and Ab Razak, Ruzanna and Ismail, Noriszura (2022) Modelling Malaysia Stock Markets Using GARCH, EGARCH and Copula Models. Journal of Optimization in Industrial Engineering, 15 (2). pp. 295-303. ISSN 2251-9904, 2423-3935
Ab Razak, Ruzanna and Aminuddin Jafry, Nurul Hanis and Ismail, Noriszura (2020) Dependence measure of five-minutes returns compared to daily returns using static and dynamic copulas. Sains Malaysiana, 49 (8). pp. 2023-2034. ISSN 0126-6039