Skip to main content
English
Čeština
Deutsch
Español
Français
GÃ idhlig
Latviešu
Magyar
Nederlands
Português
Português do Brasil
Suomi
Log In
Email address
Password
Log in
Have you forgotten your password?
Home
Browse Our Collection
Researchers
Scholarly Output
Consultancy/Projects
Statistics
Log In
Email address
Password
Log in
Have you forgotten your password?
Home
Faculties / Institutes
Lee Kong Chian Faculty of Engineering and Science
Published Scholarly Output
The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500
Details
Export
Statistics
Options
Show all metadata (technical view)
The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500
Journal
Sains Malaysiana
ISSN
0126-6039
Date Issued
2017-01-31
Author(s)
WEN CHEONG CHIN
MIN CHERNG LEE
NADIRA MOHAMED ISA
KUAN HOONG POO
DOI
10.17576/jsm-2017-4601-14
File(s)
Loading...
Download
Name
Journal Article.png
Size
3.11 KB
Format
PNG
Checksum
(MD5):21881560e0c3c9c06b18c6e8fdc11acf
