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

le Wan, Cheong Kin, Choo, Wei Chong, Ho, Jen Sim
Foilsithe 2022

A scientometrics review on combining forecasts in financial markets

le Ho, Jen Sim, Choo, Wei Chong, Yee, Choy Leong, Lau, Wei Theng, Zhang, Yuruixian, Wan, Cheong Kin
Foilsithe 2023