Items where Author is "CHEONG, C"
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CHEONG, C (2008) Corrigendum to: “Heavy-tailed value-at-risk analysis for Malaysian Stock exchange” [Physica A 387 (2008) 4285–4298]. Physica A: Statistical Mechanics and its Applications, 387 (24). pp. 6245-6246. ISSN 03784371
CHEONG, C (2008) Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model. Physica A: Statistical Mechanics and its Applications, 387 (4). pp. 889-898. ISSN 03784371