Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/587072
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dc.contributor.authorAbu Hassan Shaari Mohd Nor-
dc.contributor.authorChin Wen Cheong-
dc.contributor.authorZaidi Isa-
dc.date.accessioned2023-11-06T08:50:22Z-
dc.date.available2023-11-06T08:50:22Z-
dc.date.issued2009-
dc.identifier.issn0126-6039-
dc.identifier.otherukmvital:12160-
dc.identifier.urihttps://ptsldigital.ukm.my//jspui/handle/123456789/587072-
dc.language.isoen-
dc.publisherPenerbit UKM-
dc.relation.haspartSains Malaysiana-
dc.relation.urihttp://journalarticle.ukm.my,http://www.ukm.my/jsm/-
dc.subjectARCH-
dc.subjectheavy tail-distribution-
dc.subjectkesan kegigihan kemeruapan-
dc.subjecttaburan hujung berat-
dc.subjectvalue-at-risk-
dc.titleFinancial Risk Evaluations in Malaysian Stock Exchange Using Extreme-Value Theory and Component-ARCH Model-
dc.typeJournal Article-
dc.identifier.callnoSiri Q1.S23-
Appears in Collections:UKM Journal Article / Artikel Jurnal UKM

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