Number of items: 1.
Cheong, Chin Wen and Lee, Min Cherng and Nadira Mohamed Isa, and Poo, Kuan Hong
(2017)
The HARX-GJR-GARCH skewed-t multipower realized
volatility modelling for S&P 500.
Sains Malaysiana, 46
(1).
pp. 107-116.
ISSN 0126-6039
This list was generated on Sat Jul 27 15:09:13 2024 MYT.