Items where Author is "Lim, D. T., Goh, K. W.,"

Article

Lim, D. T., Goh, K. W., and Sim, Y. W. ... [et al.] (2023) Estimation of stock market index volatility using the GARCH model: Causality between stock indices. Asian Economic and Financial Review, 13 (3). pp. 162-179.