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

Ab Razak, Ruzanna and Ismail, Noriszura (2019) Dependence Modeling and Portfolio Risk Estimation using GARCH-Copula Approach. Sains Malaysiana, 48 (7). pp. 1547-1555. ISSN 0126-6039

Ab Razak, Ruzanna and Aminuddin, Nurul Hanis and Ismail, Noriszura (2018) Dependence Measure of Daily versus Weekly Returns. International Journal of Engineering and Technology(UAE), 7 (3.20). pp. 329-333. ISSN 2227-524X

Ab Razak, Ruzanna and Ismail, Noriszura (2017) Symmetric co-movement between Malaysia and Japan stock markets. AIP Conference Proceedings, 1830. 080011. ISSN 1551-7616

Ab Razak, Ruzanna and Ismail, Noriszura and Aridi, Nor Azliana (2016) Is Islamic stock market no different than conventional stock market? An evidence from Malaysia. International Business Management, 10 (17). pp. 3914-3920. ISSN 1993-5250

Ab Razak, Ruzanna and Ismail, Noriszura (2016) Portfolio risks of bivariate financial returns using copula-VaR approach: A case study on Malaysia and U.S. stock markets. Global Journal of Pure and Applied Mathematics., 12 (3). pp. 1947-1964. ISSN 0973-1768, eISSN: 0973-9750

Razak, Ruzanna and Ismail, Noriszura (2014) Dependence values of Asia-Pacific stock markets. AIP Conference Proceedings, 1602. pp. 969-974. ISSN 1551-7616