@article{Cheong2008,
title = {Time-varying volatility in Malaysian stock exchange: An empirical
study using multiple-volatility-shift fractionally integrated model},
author = {Chin Wen Cheong},
day = {01},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Feb},
number = {4},
pages = {889--898},
url = {http://www.sciencedirect.com/science/article/B6TVG-4PWKSMR-3/1/f3cdd0e225b03dab38727ea3fb609773},
volume = {387},
year = {2008},
description = {Physica A},
keywords = {Fractionally integrated }
}
::