Mohamed Abdelwahab Mohamed Badawi, M. et al. 2026. Does Realised Range Volatility Improve Multivariate Volatility Forecasting? Evidence from Bursa Malaysia Sectors: DOI: https://doi.org/10.33093/ijomfa.2026.7.2.12. International Journal of Management, Finance and Accounting. 7, 2 (Aug. 2026), 355–386. DOI:https://doi.org/10.33093/ijomfa.2026.7.2.12.