Research

RESEARCH DESIGN & DEVELOPMENT & INNOVATION GRANT 2007-2008
An Empirical Study of Structural Break in Malaysian Stock Market
Project Leader

 

FUNDAMENTAL RESEARCH GRANT SCHEME (FRGS) – Jul 2007-Jul 2009
Modelling volatility persistency of stock returns using daily and realized volatility models
Researcher

 

GERAN UNIVERSITI PENYELIDIKAN (GUP)– Oct 2007-Apr 2009
The dynamic relationships of asset prices, trading volume, volatility and monetary policy: Some evidence from Malaysia
Researcher

 

e-Science – sep-2008- sep 2010
Evaluation and Application of dynamic long-range dependence volatility in Malaysian Financial markets
Project Leader