Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : (Record no. 565513)

MARC details
000 -LEADER
fixed length control field 01554nam a2200385 i 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250930135347.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140325s2013 my a m 000 0 eng d
039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE]
Level of rules in bibliographic description 201406201645
Level of effort used to assign nonsubject heading access points nikzal
Level of effort used to assign subject headings 201406191704
Level of effort used to assign classification nikzal
Level of effort used to assign subject headings 201406181656
Level of effort used to assign classification nikzal
y 03-25-2014
z miza
040 ## - CATALOGING SOURCE
Original cataloging agency UKM
Description conventions rda
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) QA276.M836 2013 tesis
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) QA276
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) .M836 2013
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Mohamed, Mohamed Amraja,
Relator term author.
245 10 - TITLE STATEMENT
Title Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory :
Remainder of title evidence from Malaysian stock market /
Statement of responsibility, etc. Mohamed Amraja Mohamed.
264 #0 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice 2013.
300 ## - PHYSICAL DESCRIPTION
Extent xvii, 283 pages :
Other physical details illustrations ;
Dimensions 30 cm.
336 ## - CONTENT TYPE
Content type term text
-- rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Source rdacarrier
500 ## - GENERAL NOTE
General note Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.
502 ## - DISSERTATION NOTE
Dissertation note Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note References : page [220]-236.
610 20 - SUBJECT ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Universiti Kebangsaan Malaysia
General subdivision Dissertations.
9 (RLIN) 62865
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Dissertations, Academic
Geographic subdivision Malaysia.
9 (RLIN) 62866
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial risk management
General subdivision Simulation methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element GARCH model.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematical statistics.
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN)
a .b15856173
b 2020-09-28
c 2019-11-12
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type TERHAD
Suppress in OPAC No
Call number prefix QA276.M836 2013 tesis
914 ## - VTLS Number
VTLS Number vtls003554502
990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA]
Link information for 9XX fields rmn/nz
991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT)
a Fakulti Sains dan Teknologi
998 ## - LOCAL CONTROL INFORMATION (RLIN)
Library PERPUSTAKAAN TUN SERI LANANG
Operator's initials, OID (RLIN) 2014-12-03
Cataloger's initials, CIN (RLIN) m
Material Type (Sierra) Thesis
Language English
Country
-- 0
-- .b15856173
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Inventory number Total checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
        PERPUSTAKAAN TUN SERI LANANG PERPUSTAKAAN TUN SERI LANANG TESIS, KOLEKSI ASIA TENGGARA-P. TUN SERI LANANG (ARAS 5) 12/11/2019 - 0.00 .i20490987   QA276.M836 2013 tesis 00002111392 18/09/2025 1 18/09/2025 TERHAD

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