... Statistics: A review. Journal of ItalianStatistical Society, 6, 97-130.Banarjee, A. and Urga, G. (2005). Modelling Structural Breaks, Long Memory and Stock Market Volatility: An Overview Journal of ... and Karim, B. (2008). Denoising Non-Stationary TimeSeries using Daubechies Wavelets.Seminar Kebangsaan Matematik & Masyarakat(SKMM), UMT Terengganu 13-14 February 2008, Grand Continental ... TOÁN HÌNH THỨC NÂNG CAO ADVANCED FORMAL CALCULATION TIỂU LUẬN MỘT NGHIÊN CỨU VỀ SUY THOÁI TRONG THỊ TRƯỜNG CHỨNGKHOÁN MALAYSIA A STUDY OF STRUCTURAL BREAKS IN MALAYSIAN...