📚 Recent Publications
Identification of road crashes characteristics using data visualization for sustainable campus
FNM Nusa, MAA Rahim, ND Mohamad, SZ Ishak, CMM Isa
AIP Conference Proceedings
2023
An Autoregressive Distributed Lag (ARDL) Analysis of the Relationships Between Employees Provident Fund's Wealth and Its Determinants
HS Pariy, SM Zahari, MAA Rahim, SSR Shariff
Soft Computing in Data Science: 6th International Conference, SCDS 2021
2021
Modelling volatility of Kuala Lumpur composite index (KLCI) using SV and garch models
EA Abdullah, SM Zahari, SSR Shariff, MAA Rahim
Indonesian Journal of Electrical Engineering and Computer Science
7 citations
2019
Variance Targeting Estimator for GJR-GARCH under Model's Misspecification
MA Abdul Rahim, SM Zahari, SSR Shariff
Sains Malaysiana
7 citations
2018
Performance of Variance Targeting Estimator (VTE) under misspecified error distribution assumption
MA Rahim, SM Zahari, SSR Shariff
Pertanika Journal of Science & Technology
4 citations
2017
Enhanced variance targeting estimator for parameter estimation in GARCH model
A Rahim, M Asmu'i
Universiti Teknologi MARA
2017
Impact of univariate error distribution assumption toward multivariate GARCH parameter estimation performance
MAA Rahim, SM Zahari, SSR Shariff
Int. J. Advance Soft Compu. Appl
3 citations
2016