Value-at-risk modelling for the Malaysian stock exchange based on Monte Carlo simulation / Zatul Karamah Haji Ahmad Baharul-Ulum
This study puts forward Value-at-Risk (VaR) models based on Monte Carlo Simulation (MCS) that are integrated with several volatility representations to estimate the market risk for seven non-financial sectors traded on the first board of the Malaysian stock exchange which is now known as Bursa Malay...
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| தலைமை எழà¯à®¤à¯à®¤à®¾à®³à®°à¯: | |
|---|---|
| வடிவமà¯: | Thesis |
| மொழி: | English |
| வெளியீடபà¯à®ªà®Ÿà¯à®Ÿà®¤à¯: |
2008
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| பகà¯à®¤à®¿à®•ளà¯: | |
| நிகழà¯à®¨à®¿à®²à¯ˆ அணà¯à®•லà¯: | http://ir.uitm.edu.my/15518/ http://ir.uitm.edu.my/15518/1/TP_ZATUL%20KARAMAH%20AHMAD%20BAHARUL-ULUM%20BM%2008_5.PDF |
| கà¯à®±à®¿à®¯à¯€à®Ÿà¯à®•ளà¯: |
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