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

2024-10-212024-10-21https://repoemc.ukm.my/handle/123456789/17231ARCHheavy tail-distributionkesan kegigihan kemeruapantaburan hujung beratvalue-at-riskFinancial Risk Evaluations in Malaysian Stock Exchange Using Extreme-Value Theory and Component-ARCH ModelJournal Article