Yap, G. L. C., & Chin, W. C. (2017). An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk. American Scientific Research Journal for Engineering, Technology, and Sciences, 27(1), 213–233. Retrieved from https://asrjetsjournal.org/index.php/American_Scientific_Journal/article/view/2581