Cross-markets risk management analysis in the emerging Malaysian sectoral markets

• Main Author: Chin, Wen Cheong
• Other Authors: [e-mail]
• Format: Working Paper
• Language: English
• Published: Universiti Malaysia Perlis (UniMAP) 2010
• Subjects: Multivariate ARCH; Structural change; Value at risk; Regional Conference on Applied and Engineering Mathematics (RCAEM)
• Online Access: http://dspace.unimap.edu.my/xmlui/handle/123456789/10331

1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.