%0 Journal Article %1 Cheong2008 %A Cheong, Chin Wen %D 2008 %J Physica A: Statistical Mechanics and its Applications %K Fractionally integrated %N 4 %P 889--898 %T Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model %U http://www.sciencedirect.com/science/article/B6TVG-4PWKSMR-3/1/f3cdd0e225b03dab38727ea3fb609773 %V 387

@article{Cheong2008, added-at = {2008-04-22T10:36:30.000+0200}, author = {Cheong, Chin Wen}, biburl = {https://www.bibsonomy.org/bibtex/27393d5cbb2337fe0a939378884ee5611/smicha}, day = 01, description = {Physica A}, interhash = {dbe9314cf64e35a3cfa9062d17b838df}, intrahash = {7393d5cbb2337fe0a939378884ee5611}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Fractionally integrated}, month = Feb, number = 4, pages = {889--898}, timestamp = {2008-04-22T10:45:17.000+0200}, title = {Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model}, url = {http://www.sciencedirect.com/science/article/B6TVG-4PWKSMR-3/1/f3cdd0e225b03dab38727ea3fb609773}, volume = 387, year = 2008 }