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The impact of structural break to permanent and transitory components of Malaysian stock market

Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 83-94

Persistent link: https://www.econbiz.de/10003789602

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

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

Forecasting stock exchange in the presence of long memory and occasional structural changes

Chin, Wen Cheong; Zaidi Bin Isa; Abu Hassan Shaari Mohd Nor - In: Journal of quantitative economics : official journal of … 7 (2009) 1, pp. 48-59

Persistent link: https://www.econbiz.de/10009153694

A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis

Nor Azliana Aridi; Hooi, Tan Siow; Cheong, Chin Wen - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

The aim of this paper is to assess whether the availability of high-frequency data enhances the accuracy of extreme market risk estimation in comparison to low-frequency data by using Value-at-risk (VaR) and Expected shortfall (ES). The sample data used for analysis comprised the daily closing...

Persistent link: https://www.econbiz.de/10015359301

The effects of economic growth and fossil fuel consumption to climate change : evidence from Mediterranean Europe by robust estimators

Alsayed, Ahmed; Siok Kun Sek; Arıç, Kıvanç Halil; … - In: Economics and policy of energy and the environment 64 (2022) 2, pp. 157-169

Persistent link: https://www.econbiz.de/10014338427

A study of nonlinear relationships between world oil price and Malaysian stock price

Mohd Tahir Ismail; Zaidi Isa - In: Journal of international economic review 7 (2014) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10010422082

Islamic banks : contrasting the drivers of customer satisfaction on image, trust, and loyalty of Muslim on non-Muslim customers in Malaysia

Amin, Muslim; Zaidi Isa; Fontaine, Rodrigue - In: The international journal of bank marketing : IJBM 31 (2013) 2, pp. 79-97

Persistent link: https://www.econbiz.de/10009733592

An examination of the relationship between service quality perception and customer satisfaction : a SEM approach towards Malaysia Islamic banking

Amin, Muslim; Zaidi Isa - In: International journal of Islamic and Middle Eastern … 1 (2008) 3, pp. 191-209

Persistent link: https://www.econbiz.de/10003782399

A stochastic approach for determining profit rate of Islamic financing products

Zaidi Isa; Nur Amalina Shafie - In: International journal of economics and financial issues … 7 (2017) 1, pp. 154-163

Persistent link: https://www.econbiz.de/10011784465