Financial Risk Evaluations in Malaysian Stock Exchange Using Extreme-Value Theory and Component-ARCH Model

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dc.creatorAbu Hassan Shaari Mohd Nor
dc.creatorChin Wen Cheong
dc.creatorZaidi Isa
dc.date2023-11-06T08:50:22Z
dc.date2023-11-06T08:50:22Z
dc.date2009
dc.date.accessioned2024-10-21T02:36:03Z
dc.date.available2024-10-21T02:36:03Z
dc.identifier0126-6039
dc.identifierukmvital:12160
dc.identifierhttps://ptsldigital.ukm.my//jspui/handle/123456789/587072
dc.identifierSiri Q1.S23
dc.identifier.urihttps://repoemc.ukm.my/handle/123456789/17231
dc.languageen
dc.publisherPenerbit UKM
dc.relationSains Malaysiana
dc.relationhttp://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

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