Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis

Author:

Goh Han HwaORCID,Tan Kim Leng,Khor Chia Ying,Ng Sew Lai

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Economics and Econometrics,Development,Business and International Management

Reference31 articles.

1. Angabini, A., and S. Wasiuzzaman. 2010. GARCH models and the financial crisis—a study of the Malaysia stock markets. The International Journal of Applied Economics and Finance 5(3): 226–236.

2. Bai, J., and P. Perron. 1998. Estimating and testing linear models with multiple structural changes. Econometrica 66(1): 47–78.

3. Bai, J., and P. Perron. 2003. Computation and analysis of multiple structural change models. Journal of Applied Econometrics 18(1): 1–22.

4. Baillie, T.R., T. Bollerslev, and H.O. Mikkelsen. 1996. Modeling and pricing long-memory in stock market volatility. Journal of Econometrics 73(1): 151–184.

5. Barlow, C., S. Jayasuriya, and C.S. Tan. 1994. The World rubber industry. London: Routledge.

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