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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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Macroeconomic determinants of stock market volatility : an empirical study of Malaysia and Indonesia
Nikmanesh, Lida; Abu Hassan Shaari Mohd Nor - In: Asian Academy of Management journal : AAMJ 21 (2016) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10011665273
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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