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An empirical study of realized and long-memory GARCH standardized stock-return
Chin, Wen Cheong; Abu Hassan Shaari Mohd Nor; Isa, Zaidi - In: Applied financial economics letters 3 (2007) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10003540293
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Modelling financial observable-volatility using long memory models
Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Applied financial economics letters 3 (2007) 3, pp. 201-208
Persistent link: https://www.econbiz.de/10003540384