TY  - BOOK
AU  - Mohamed,Mohamed Amraja
TI  - Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory: evidence from Malaysian stock market 
PY  - 2013///
KW  - Universiti Kebangsaan Malaysia
KW  - Dissertations
KW  - Dissertations, Academic
KW  - Malaysia
KW  - Financial risk management
KW  - Simulation methods
KW  - Finance
KW  - Mathematical models
KW  - GARCH model
KW  - Mathematical statistics
N1  - Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam; Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013; References : page [220]-236
ER  -