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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
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The Hurst parameter evaluations of Asian financial equity markets
Chin, Wen Cheong; Ng Sew Lai; Nurul Afidah Mohmad Yusof; … - In: The empirical economics letters : a monthly … 11 (2012) 3, pp. 257-264
Persistent link: https://www.econbiz.de/10009758217
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Asymmetric fractionally integrated volatility modelling of Asian equity markets under the subprime mortgage crisis
Chin, Wen Cheong; Ng Sew Lai; Nurul Afidah Mohmad Yusof; … - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 70-84
Persistent link: https://www.econbiz.de/10010338429