Supremacy of realized variance MIDAS egression in volatility forecasting of mutual funds: empirical evidence from Malaysia

gan Wan, Cheong Kin, Choo, Wei Chong, Ho, Jen Sim
Cyhoeddwyd 2022

A scientometrics review on combining forecasts in financial markets

gan Ho, Jen Sim, Choo, Wei Chong, Yee, Choy Leong, Lau, Wei Theng, Zhang, Yuruixian, Wan, Cheong Kin
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