International Journal of
Physical Sciences

  • Abbreviation: Int. J. Phys. Sci.
  • Language: English
  • ISSN: 1992-1950
  • DOI: 10.5897/IJPS
  • Start Year: 2006
  • Published Articles: 2572

Full Length Research Paper

A study of electricity market volatility using long memory heteroscedastic model

Chin Wen Cheong1*, Zaidi Isa2 and Abu Hassan Shaari Mohd Nor3
  1Computational Science Research Cluster, Faculty of Information Technology, Multimedia University, 63100 Cyberjaya, Selangor, Malaysia. 2Centre for Modelling and Data Analysis (DELTA), Faculty of Science and Technology, University Kebangsaan Malaysia, 46100 Bangi, Selangor, Malaysia. 3Faculty of Economics and Management, University Kebangsaan Malaysia, 46100 Bangi, Selangor, Malaysia.
Email: [email protected]

  •  Accepted: 09 August 2011
  •  Published: 30 November 2011

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