Mohamed, Mohamed Amraja, <br/><br/>
Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory :  evidence from Malaysian stock market / 
Mohamed Amraja Mohamed. 
 - xvii, 283 pages :  illustrations ;  30 cm. 
<br/><br/> Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam. 
<br/><br/>Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013. 
<br/><br/>References : page [220]-236. 
<br/><br/><label>Subjects--Corporate Names: </label><br/>Universiti Kebangsaan Malaysia--Dissertations.
<br/><br/><label>Subjects--Topical Terms: </label><br/>Dissertations, Academic--Malaysia.<br/>Financial risk management--Simulation methods.<br/>Finance--Mathematical models.<br/>GARCH model.<br/>Mathematical statistics.