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1.
Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market / Ajab Abdullah Alfreedi. by Producer: 2013
Dissertation note: Tesis (P.hD) - Universiti Kebangsaan Malaysia, 2013.
Availability: Items available for loan: PERPUSTAKAAN TUN SERI LANANG (1)Call number: HG4551.A434 2013 tesis.

2.
Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market / Mohamed Amraja Mohamed. by Producer: 2013
Dissertation note: Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.
Availability: Items available for loan: PERPUSTAKAAN TUN SERI LANANG (1)Call number: QA276.M836 2013 tesis.

3.
Handbook of volatility models and their applications / Luc Bauwens, Christian Hafner, Sebastien Laurent. by Series: Wiley handbooks in financial engineering and econometrics ; 3.
Publication details: Hoboken, NJ : John Wiley & Sons, 2012
Availability: Items available for loan: PERPUSTAKAAN TUN SERI LANANG (1)Call number: HG1601.H366.

4.
Handbook of volatility models and their applications / edited by Luc Bauwens, Christian Hafner, Sebastien Laurent. by Series: Wiley handbooks in financial engineering and econometrics
Publisher number:
  • EB00063226 Recorded Books
Publication details: Hoboken, N.J. : Wiley, ©2012
In: Wiley e-books
Online resources:
Availability: Items available for loan: PERPUSTAKAAN TUN SERI LANANG (1)Call number: ebook.

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