AIP Conference Proceedings [AIP Publishing LLC THE 2ND ISM...

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AIP Conference Proceedings [AIP Publishing LLC THE 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II): Empowering the Applications of Statistical and Mathematical Sciences - Pahang, Malaysia (12–14 August 2014)] - Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

Chen, Kho Chia, Bahar, Arifah, Kane, Ibrahim Lawal, Ting, Chee-Ming, Rahman, Haliza Abd
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Volume:
1643
Year:
2015
Language:
english
DOI:
10.1063/1.4907427
File:
PDF, 600 KB
english, 2015
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