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The impact of structural break to permanent and transitory components of Malaysian stock market
Cheong, Chin Wen; Isa, Zaidi; Nor, Abu Hassan Shaari Mohd - In: Journal of quantitative economics : journal of the … 5 (2007) 2, pp. 83-94
Persistent link: https://www.econbiz.de/10009927444
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Forecasting stock exchange in the presence of long memory and occasional structural changes
Cheong, Chin Wen; Isa, Zaidi; Nor, Abu Hassan Shaari Mohd - In: Journal of quantitative economics : journal of the … 7 (2009) 1, pp. 48-59
Persistent link: https://www.econbiz.de/10009927472