Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model

Qaiser Munir, Kok Sook Ching
  • Communication in Statistics- Theory and Methods, February 2018, Taylor & Francis
  • DOI: 10.1080/03610926.2018.1433846

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http://dx.doi.org/10.1080/03610926.2018.1433846

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