A study of structural breaks in Malaysian stock market
Mohd Tahir Ismail1, Samsul Ariffin Abdul Karim2 and S. Alwadi1*
1School of Mathematical Sciences, Universiti Sains Malaysia, 11800 Minden, Penang, Malaysia.
2Department of Fundamental and Applied Sciences, University of Technology Petronas, Bandar Seri Iskandar, 31750 Tronoh, Perak Darul Ridzuan, Malaysia.
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