APA (7th ed.) Citation

Wan, C. K., Choo, W. C., & Ho, J. S. (2022). Supremacy of realized variance MIDAS egression in volatility forecasting of mutual funds: Empirical evidence from Malaysia. Korea Institute of Science and Technology Information.

Chicago Style (17th ed.) Citation

Wan, Cheong Kin, Wei Chong Choo, and Jen Sim Ho. Supremacy of Realized Variance MIDAS Egression in Volatility Forecasting of Mutual Funds: Empirical Evidence from Malaysia. Korea Institute of Science and Technology Information, 2022.

MLA (9th ed.) Citation

Wan, Cheong Kin, et al. Supremacy of Realized Variance MIDAS Egression in Volatility Forecasting of Mutual Funds: Empirical Evidence from Malaysia. Korea Institute of Science and Technology Information, 2022.