Department of Mathematics, School of Mathematics and Physics, Xiamen University Malaysia, Sepang, Selangor Darul Ehsan, 43900, Malaysia
Chin Zi Yi, Yuan Yeping, Chin Wen Cheong, Lim Min
In this paper: This research paper focuses on examining the behaviour of stock markets and investigating whether global stocks exhibit the property of long memory. Several methodologies, such as aggregated variance,...
Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew, Lim Min
In this paper: This study applies the ARMA-GARCH model to analyze the return and volatility of FTSE Bursa Malaysia KLCI, before and after the 14th General Election Malaysia (GE14). On May 9, 2018, this election was...
Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong, Lim Min
In this paper: The global economy has been profoundly affected by two recent crises: the Covid-19 pandemic and the Russia-Ukraine War. These events have also driven market volatility in both West Texas Intermediate...
Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong, Lim Min
In this paper: This study delves into the characterization of random walks in the Malaysian stock market, specifically focusing on FTSE Bursa Malaysia KLCI. The examination of different types of random walks has bee...
Lee Yong Xin, Chin Wen Cheong, Gloria Teng Ai Hui, Lim Min
In this paper: This paper utilizes the Support Vector Regression (SVR) and Artificial Neural Network (ANN) integrated with a GARCH model in analyzing volatility within the gold market. We used the root of mean squar...
Jiang Yuhan, Yin Deru, Fan Suze, Chin Wen Cheong, Lim Min
In this paper: This study seeks to assess the influence of the COVID-19 pandemic on market risk in two global financial stock markets. Employing four value-at-risk methodologies, we analyze and compare market risks...
Alwin Chong Kinnam, Angie Loh Yan Bin, Chin Wen Cheong, Lim Min, Gloria Teng Ai Hui
In this paper: Gold is a precious metal that has always been recognized as a safe-haven investment for many defensive investors. As compared to the stock market, gold is considered less volatile. In early 2020, the...
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