Open AccessMalaysian Tapis: A Closer Look into Additive Outliers and Persistence Volatility
Author(s) -
Ida Normaya Mohd Nasir,
Mohd Tahir Ismail,
Samsul Ariffin Abdul Karim
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1123/1/012041
Subject(s) - volatility (finance) , outlier , econometrics , revenue , economics , statistics , mathematics , finance