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

por Wan, Cheong Kin, Choo, Wei Chong, Ho, Jen Sim
Publicado em 2022

A scientometrics review on combining forecasts in financial markets

por Ho, Jen Sim, Choo, Wei Chong, Yee, Choy Leong, Lau, Wei Theng, Zhang, Yuruixian, Wan, Cheong Kin
Publicado em 2023