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...
保存先:
第一著者: | |
---|---|
フォーマット: | 学位論文 |
言語: | English |
出版事項: |
2008
|
主題: | |
オンライン・アクセス: | http://ir.uitm.edu.my/id/eprint/15518/1/TP_ZATUL%20KARAMAH%20AHMAD%20BAHARUL-ULUM%20BM%2008_5.PDF http://ir.uitm.edu.my/id/eprint/15518/ |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|