000 01554nam a2200385 i 4500
005 20250930135347.0
008 140325s2013 my a m 000 0 eng d
039 9 _a201406201645
_bnikzal
_c201406191704
_dnikzal
_c201406181656
_dnikzal
_y03-25-2014
_zmiza
040 _aUKM
_erda
090 _aQA276.M836 2013 tesis
090 _aQA276
_b.M836 2013
100 1 _aMohamed, Mohamed Amraja,
_eauthor.
245 1 0 _aEmpirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory :
_bevidence from Malaysian stock market /
_cMohamed Amraja Mohamed.
264 0 _c2013.
300 _axvii, 283 pages :
_billustrations ;
_c30 cm.
336 _atext
_ardacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
500 _aCd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.
502 _aThesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.
504 _aReferences : page [220]-236.
610 2 0 _aUniversiti Kebangsaan Malaysia
_xDissertations.
_962865
650 0 _aDissertations, Academic
_zMalaysia.
_962866
650 0 _aFinancial risk management
_xSimulation methods.
650 0 _aFinance
_xMathematical models.
650 0 _aGARCH model.
650 0 _aMathematical statistics.
907 _a.b15856173
_b2020-09-28
_c2019-11-12
942 _c3
_n0
_kQA276.M836 2013 tesis
914 _avtls003554502
990 _armn/nz
991 _aFakulti Sains dan Teknologi
998 _at
_b2014-12-03
_cm
_dx
_feng
_gmy
_y0
_z.b15856173
999 _c565513
_d565513