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Market risk analysis of the non-financial sectors in Malaysia

The objective of this study is to compare Value-at-Risk (VaR) numbers and behaviour patterns among non-financial sectors in Malaysia. The study applies the VaR full valuation approach namely the Monte Carlo Simulation (MCS) that are integrated with GARCH-based models as one of the parameter. The res...

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Main Authors:	Zatul Karamah Ahmad Baharul Ulum, Ismail Ahmad, Norhana Salamudin
格式:	Non-Indexed Article
在線閱讀:	http://discol.umk.edu.my/id/eprint/8101/ http://www.aaab.my/jaaab1/index_htm_files/03_Zatul%20et%20al_Market%20Risk%20Analysis%20of%20the%20Non-Financial%20Sectors%20in%20Malaysia.pdf
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