Items where Author is " Mohd Nor, Abu Hassan Shaari"
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Chin, Wen-Cheong and Mohd Nor, Abu Hassan Shaari and Isa, Zaidi (2009) Evaluation of long memory and asymmetric Value-at-Risk for long and short trading positions: an empirical study of Malaysian stock market. International Journal of Business and Society, 10 (1). pp. 1-17. ISSN 1511-6670
Chin, , Wen Cheong and Mohd Nor, Abu Hassan Shaari and Isa, Zaidi (2008) Market efficiency of the Malaysian Stock Exchange: further evidence. International Journal of Management Studies, 15 (2). pp. 41-67. ISSN 0127-8983
China, Wen-Cheong and Isa, Zaidi and Mohd Nor, Abu Hassan Shaari (2007) A simple generalized long persistence realized volatility model. International Journal of Business and Society, 8 (1). pp. 1-14. ISSN 1511-6670