Forecasting Portfolio Risk Estimation by Using Garch and Var Methods
Risk management or risk predicting are closely related with the market volatility which affect the return of portfolio estimation. Portfolio managers around the world concerned with risk estimation because portfolio risk management is part of their decision-making process. According to Hull (2006)...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
The International Institute for Science, Technology and Education
2012
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/6796/1/Forecasting_Portfolio_Risk_Estimation_by_Using_Garch_and_Var_Methods.pdf http://umpir.ump.edu.my/id/eprint/6796/ http://www.iiste.org/Journals/index.php/RJFA/article/viewFile/3814/3863 |
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