Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes   Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan   Long Memory Features in Return and Volatility of the Malaysian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note