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Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices
Published 2017-03-01“…Without an efficient financial risk management, it may cause massive consequences to a financial institution as well as individual. …”
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2
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach
Published 2016-09-01“…The findings of this study provide useful information for market risk regulation, financial risk management and further investigations such as extension to derivative markets and options pricing.…”
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