Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market - Mohamed, Mohamed Amraja (2013)
Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.
Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.
References : page [220]-236.
Keywords: Universiti Kebangsaan Malaysia -- Dissertations; Dissertations, Academic -- Malaysia; Financial risk management -- Simulation methods; Finance -- Mathematical models; GARCH model; Mathematical statistics