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Citations for "GARCH Models and the Financial Crisis-A Study of the Malaysian Stock Market"

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Amatyakul, D. and P. Chintrakarn, 2012. Strategic asset allocation and portfolio rebalancing with anomalies: Evidence from emerging markets. J. Applied Sci., 12: 761-767.
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Hasan, M.Z., A.A. Kamil, A. Mustafa and M.A. Baten, 2012. Estimating stock market technical efficiency for truncated normal distribution: evidence from dhaka stock exchange. Trends Appl. Sci. Res., 7: 532-540.
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Hasan, M.Z., A.A. Kamin, A. Mustafa and M.A. Baten, 2011. A validity test of capital asset pricing model for Dhaka stock exchange. J. Applied Sci., 11: 3490-3496.
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Lye, C.T. and N.A.M. Yusof, 2011. Performance of listed state-owned enterprises using sortino ratio optimization. J. Applied Sci., 11: 3436-3441.
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