Haslifah Mohamad Hasim
3PUBLICATIONS
0CO-AUTHORS
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Publications (3)
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|Dec 05, 2024
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach.Nida Siddiqui, Haslifah Mohamad Hasim
|Jun 23, 2018
Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.Marius Galabe Sampid, Haslifah M Hasim, Hongsheng Dai
|Feb 09, 2018
Inference of financial networks using the normalised mutual information rate.Yong Kheng Goh, Haslifah M Hasim, Chris G Antonopoulos
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