Fractionally Integrated Time-varying Volatility Under Structural Break: Evidence from Kuala Lumpur Composite Index

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dc.creatorAbu Hassan Shaari Mohd. Nor
dc.creatorChin Wen Cheong
dc.creatorZaidi Isa
dc.date2023-11-06T08:57:29Z
dc.date2023-11-06T08:57:29Z
dc.date2008
dc.date.accessioned2024-10-21T02:31:52Z
dc.date.available2024-10-21T02:31:52Z
dc.identifier0126-6039
dc.identifierukmvital:12411
dc.identifierhttps://ptsldigital.ukm.my//jspui/handle/123456789/587396
dc.identifierSiri Q1.S23
dc.identifier.urihttps://repoemc.ukm.my/handle/123456789/15894
dc.languageen
dc.publisherPenerbit UKM
dc.relationSains Malaysiana
dc.relationhttp://journalarticle.ukm.my,http://www.ukm.my/jsm/
dc.titleFractionally Integrated Time-varying Volatility Under Structural Break: Evidence from Kuala Lumpur Composite Index
dc.typeJournal Article

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