Value-at-risk modelling for the Malaysian stock exchange based on Monte Carlo simulation / Zatul Karamah Haji Ahmad Baharul-Ulum
This study puts forward Value-at-Risk (VaR) models based on Monte Carlo Simulation (MCS) that are integrated with several volatility representations to estimate the market risk for seven non-financial sectors traded on the first board of the Malaysian stock exchange which is now known as Bursa Malay...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
2008
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ir.uitm.edu.my/id/eprint/15518/1/TP_ZATUL%20KARAMAH%20AHMAD%20BAHARUL-ULUM%20BM%2008_5.PDF |
| الوسوم: |
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