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https://ptsldigital.ukm.my/jspui/handle/123456789/587072| Title: | Financial Risk Evaluations in Malaysian Stock Exchange Using Extreme-Value Theory and Component-ARCH Model |
| Authors: | Abu Hassan Shaari Mohd Nor Chin Wen Cheong Zaidi Isa |
| Keywords: | ARCH heavy tail-distribution kesan kegigihan kemeruapan taburan hujung berat value-at-risk |
| Issue Date: | 2009 |
| News Source: | Sains Malaysiana |
| ISSN: | 0126-6039 |
| Call Number: | Siri Q1.S23 |
| Publisher: | Penerbit UKM |
| Appears in Collections: | UKM Journal Article / Artikel Jurnal UKM |
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