Cite
Volatility modelling of Malaysia Islamic and conventional stock prices by using GARCH and EGARCH model.
MLA
Hussin, Siti Aida Sheikh, et al. “Volatility Modelling of Malaysia Islamic and Conventional Stock Prices by Using GARCH and EGARCH Model.” AIP Conference Proceedings, vol. 2895, no. 1, Mar. 2024, pp. 1–7. EBSCOhost, https://doi.org/10.1063/5.0192398.
APA
Hussin, S. A. S., Latip, A. H. A., & Zahid, Z. (2024). Volatility modelling of Malaysia Islamic and conventional stock prices by using GARCH and EGARCH model. AIP Conference Proceedings, 2895(1), 1–7. https://doi.org/10.1063/5.0192398
Chicago
Hussin, Siti Aida Sheikh, Azimatul Husna Abdul Latip, and Zalina Zahid. 2024. “Volatility Modelling of Malaysia Islamic and Conventional Stock Prices by Using GARCH and EGARCH Model.” AIP Conference Proceedings 2895 (1): 1–7. doi:10.1063/5.0192398.