Chin Wen Cheong, Zaidi Isa, Tan Pei Pei, Lee Min Cherng
      The computation of high frequency S&P 500 long-range dependence volatility using dynamic modified rescaled adjusted range approach
      Applied Mathematical Sciences, Vol. 9, 2015, no. 119, 5915-5924
      http://dx.doi.org/10.12988/ams.2015.58518

Copyright © 2015 Chin Wen Cheong, Zaidi Isa, Tan Pei Pei and Lee Min Cherng. This article is distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Wen Cheong Chin, Min Cherng Lee and Grace Lee Ching Yap, Modelling financial market volatility using asymmetric-skewed-arfimax and-harx models, Engineering Economics, 27 (2016), no. 4, 373-381 [CrossRef]