Munir, Q., & Kok, S. c. (2019). Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model.
Chicago Style (17th ed.) CitationMunir, Qaiser, and Sook ching Kok. Revisiting Calendar Effects in Malaysian Finance Stocks Market: Evidence from Threshold GARCH (TGARCH) Model. 2019.
MLA (9th ed.) CitationMunir, Qaiser, and Sook ching Kok. Revisiting Calendar Effects in Malaysian Finance Stocks Market: Evidence from Threshold GARCH (TGARCH) Model. 2019.
Warning: These citations may not always be 100% accurate.
