Wan, C. K. (2022). Supremacy of realized variance MIDAS egression in volatility forecasting of mutual funds: Empirical evidence from Malaysia. Korea Institute of Science and Technology Information.
Chicago Style CitationWan, Cheong Kin. Supremacy of Realized Variance MIDAS Egression in Volatility Forecasting of Mutual Funds: Empirical Evidence From Malaysia. Korea Institute of Science and Technology Information, 2022.
MLA CitationWan, Cheong Kin. Supremacy of Realized Variance MIDAS Egression in Volatility Forecasting of Mutual Funds: Empirical Evidence From Malaysia. Korea Institute of Science and Technology Information, 2022.
Warning: These citations may not always be 100% accurate.