Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market /
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| Format: | Thesis Book |
| Language: | English |
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| LEADER | 01566nam a2200373 i 4500 | ||
|---|---|---|---|
| 003 | UKM | ||
| 005 | 20140620164500.0 | ||
| 008 | 140325s2013 my a m 000 0 eng d | ||
| 039 | 9 | |a 201406201645 |b nikzal |c 201406191704 |d nikzal |c 201406181656 |d nikzal |y 03-25-2014 |z miza | |
| 040 | |a UKM |e rda | ||
| 090 | |a QA276.M836 2013 tesis | ||
| 090 | |a QA276 |b .M836 2013 | ||
| 100 | 1 | |a Mohamed, Mohamed Amraja, |e author. | |
| 245 | 1 | 0 | |a Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : |b evidence from Malaysian stock market / |c Mohamed Amraja Mohamed. |
| 264 | 0 | |c 2013. | |
| 300 | |a xvii, 283 pages : |b illustrations ; |c 30 cm. | ||
| 336 | |a text |a rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 500 | |a Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam. | ||
| 502 | |a Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013. | ||
| 504 | |a References : page [220]-236. | ||
| 610 | 2 | 0 | |a Universiti Kebangsaan Malaysia |x Dissertations. |
| 650 | 0 | |a Dissertations, Academic |z Malaysia. | |
| 650 | 0 | |a Financial risk management |x Simulation methods. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a GARCH model. | |
| 650 | 0 | |a Mathematical statistics. | |
| 907 | |a .b15856173 |b 28-09-20 |c 12-11-19 | ||
| 998 | |a t |b 03-12-14 |c m |d x |e - |f eng |g my |h 0 | ||
| 914 | |a vtls003554502 | ||
| 990 | |a rmn/nz | ||
| 991 | |a Fakulti Sains dan Teknologi | ||
| 945 | |g 1 |i 00002111392 |j 0 |l t0013 |n No. of pieces: 1 |o - |p MYR0.00 |q - |r - |s - |t 3 |u 0 |v 0 |w 0 |x 0 |y .i20490987 |z 12-11-19 | ||