| 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 |
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| 040 |
_aUKM _erda |
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| 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. |
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| 336 |
_atext _ardacontent |
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| 337 |
_aunmediated _2rdamedia |
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| 338 |
_avolume _2rdacarrier |
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| 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 |
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| 650 | 0 |
_aFinancial risk management _xSimulation methods. |
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| 650 | 0 |
_aFinance _xMathematical models. |
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| 650 | 0 | _aGARCH model. | |
| 650 | 0 | _aMathematical statistics. | |
| 907 |
_a.b15856173 _b2020-09-28 _c2019-11-12 |
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| 942 |
_c3 _n0 _kQA276.M836 2013 tesis |
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| 914 | _avtls003554502 | ||
| 990 | _armn/nz | ||
| 991 | _aFakulti Sains dan Teknologi | ||
| 998 |
_at _b2014-12-03 _cm _dx _feng _gmy _y0 _z.b15856173 |
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| 999 |
_c565513 _d565513 |
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