@incollection{, E58799168053D8A1EE3171DF2B23322C , author={{Dr. RavindranRamasamy} and {ShanmugamMunisamy} and {University Tun Abdul Razak}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}121589100 } @incollection{b0, , title={{Heterogeneous information arrivals and returns volatility dynamics}} , author={{ TAndersen } and { TBollerslev }} , journal={{Journal of finance}} , year={1997} } @incollection{b1, , title={{Statistical properties of genetic learning in a model of exchange rate}} , author={{ JArifovic } and { RGencay }} , journal={{Journal of Economic Dynamics and Control}} , year={2000} } @incollection{b2, , title={{The message in daily exchange rates: a conditional-variance tale}} , author={{ RTBaillie }} , journal={{Journal of Business & Economic Statistics}} 7 , year={1989} } @incollection{b3, , title={{Long memory processes and fractional integration in econometrics}} , author={{ RTBaillie }} , journal={{Journal of Econometrics}} 73 , year={1996} } @incollection{b4, , title={{Prediction in Dynamic Models with Time-Dependent Conditional Variances}} , author={{ RTBaillie } and { TBollerslev }} , journal={{Journal of Econometrics}} 52 , year={1992} } @incollection{b5, , title={{fractionally integrated Generalized Autoregressive Conditional Heteroscedasticity}} , author={{ RTBaillie } and { TBollerslev } and { HOMikkelsen }} , journal={{Journal of Econometrics}} 74 , year={1996} } @incollection{b6, , title={{Normal inverse Gaussian distributions and stochastic volatility modelling}} , author={{ OEBarndorff } and { Nielsen }} , journal={{Scandinavian Journal of Statistics}} 24 , year={1997} } @incollection{b7, , title={{Non-Gaussian Ornstein-Uhlenbeck based models and some of their uses in financial econometrics}} , author={{ OEBarndorff } and { NNielsen } and { Shephard }} , journal={{Journal of the Royal Statistical Society}} , year={2001} } @incollection{b8, , title={{ARCH modeling in finance}} , author={{ ABeltratti } and { CMorana } and { RBollerslev } and { KChou } and { Kroner }} , journal={{Journal of Econometrics}} , year={1999. 1992} , note={Computing value 11} } @incollection{b9, , title={{Generalized Autoregressive Conditional Heteroscedasticity}} , journal={{Journal of Econometrics}} 31 , year={1986} , note={Bollerslev, T.} } @incollection{b10, , title={{A Conditionally Heteroscedastic Time Series Model for Speculative Prices and Rates of Return}} , author={{ TBollerslev }} , journal={{The Review Economics and Statistics}} 69 , year={1987} } @book{b11, , author={{ GE PBox } and { GMJenkins } and { GCReinsel }} , title={{Time Series Analysis: Forecasting and Control}} , publisher={Prentice Hall} , year={1994} , note={Third edition} } @incollection{b12, , title={{The detection and estimation of long memory in stochastic volatility}} , author={{ FBreidt } and { NCrato } and { P. 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