Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and -HARX Models

Wen Cheong ChinMin Cherng LeeGrace Lee Ching Yap2025-01-022025-01-022016-10-2710.5755/j01.ee.27.4.13927https://dspace-cris.utar.edu.my/handle/123456789/9751Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and -HARX Modelsjournal-article