An Estimation of Value at Risk using GARCH Models for the Conventional and Islamic Stock Market in Malaysia

Autor:	Chin Wen Cheong, Tan Siow Hooi, Nor Azliana Aridi
Rok vydání:	2018
Předmět:	Estimation 050208 finance Autoregressive conditional heteroskedasticity 0502 economics and business 05 social sciences Econometrics Economics Stock market Islam 050207 economics Value at risk
Zdroj:	International Journal of Academic Research in Business and Social Sciences. 8
ISSN:	2222-6990
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::528f1ecc52b89b65471c8d6c937e76c2 https://doi.org/10.6007/ijarbss/v8-i11/5568 Zobrazit plný text záznamu