Items where Author is "Sim, Y. W. ... [et al.]"

Items where Author is "Sim, Y. W. ... [et al.]"

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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.

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