Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market /

Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market /

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书目详细资料
主要作者:	Mohamed, Mohamed Amraja (Author)
格式:	Thesis 图书
语言:	English
主题:	Universiti Kebangsaan Malaysia > Dissertations. Dissertations, Academic > Malaysia. Financial risk management > Simulation methods. Finance > Mathematical models. GARCH model. Mathematical statistics.
标签:	添加标签没有标签, 成为第一个标记此记录!

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