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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
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Financial integration via panel cointegration approaches in ASEAN+5
Shafighi, Najla; Abu Hassan Shaari Mohd Nor; Gharleghi, … - In: Journal of economic studies 43 (2016) 1, pp. 2-15
Persistent link: https://www.econbiz.de/10011687395
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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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S&P500 volatility analysis using high-frequency multipower variation volatility proxies
Chin, Wen Cheong; Lee, Min Cherng - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1297-1318
Persistent link: https://www.econbiz.de/10011949524