Performance of GARCH models in forecasting stock market volatility.

von Choo, Wei Chong, Ahmad, Muhammad Idrees, Abdullah, Mat Yusoff
Veröffentlicht 1999

Modelling the volatility of currency exchange rate using GARCH model

von Choo, Wei Chong, Loo, Sin Chun, Ahmad, Muhammad Idrees
Veröffentlicht 2002