Modelling volatility of Kuala Lumpur composite index (KLCI) using SV and garch models EA Abdullah, SM Zahari, SSR Shariff, MAA Rahim Indonesian Journal of Electrical and Computer Science 13 (3), 1087-1094, 2019 | 6 | 2019 |
Variance Targeting Estimator for GJR-GARCH under Model's Misspecification MA Abdul Rahim, SM Zahari, SSR Shariff Sains Malaysiana 47 (9), 2195-2204, 2018 | 6 | 2018 |
Performance of Variance Targeting Estimator (VTE) under misspecified error distribution assumption MA Rahim, SM Zahari, SSR Shariff Pertanika Journal of Science & Technology 25 (2), 607-618, 2017 | 4 | 2017 |
Impact of univariate error distribution assumption toward multivariate GARCH parameter estimation performance MAA Rahim, SM Zahari, SSR Shariff Int. J. Advance Soft Compu. Appl 8 (1), 2016 | 3 | 2016 |
Identification of road crashes characteristics using data visualization for sustainable campus FNM Nusa, MAA Rahim, ND Mohamad, SZ Ishak, CMM Isa AIP Conference Proceedings 2983 (1), 2023 | | 2023 |
An Autoregressive Distributed Lag (ARDL) Analysis of the Relationships Between Employees Provident Fund’s Wealth and Its Determinants HS Parly, SM Zahari, MAA Rahim, SSR Shariff Soft Computing in Data Science: 6th International Conference, SCDS 2021 …, 2021 | | 2021 |
Enhanced variance targeting estimator for parameter estimation in GARCH model/Muhammad Asmu'i Abdul Rahim A Rahim, M Asmu'i Universiti Teknologi MARA, 2017 | | 2017 |