Returns and Volatility Spillover between the Kuala Lumpur Stock Index and Kuala Lumpur Futures Index: Bivariate GARCH Model

AHMAD, NORYATI BINTI (2004) Returns and Volatility Spillover between the Kuala Lumpur Stock Index and Kuala Lumpur Futures Index: Bivariate GARCH Model. In: UNSPECIFIED.

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Item Type:	Conference or Workshop Item (UNSPECIFIED)
PRISMA ID:	22499
URI:	http://oarr.uitm.edu.my/id/eprint/24882

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