Estimating the precision of market risk within the tiger cub economies' region through VaR backtesting/ Ahmad Fauze Abdul Hamit ... [et al.]
The purpose of this paper is to estimate the stock market risk exposure within the Tiger Cub Economies regions in calm and stormy stock market conditions. The secondary objective of the empirical research is to determine the reliability and accuracy of the stock market risk model used by most bankin...
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| Egile Nagusiak: | , , , , |
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| Formatua: | Liburua |
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Universiti Teknologi MARA Selangor,
2022-09.
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| Sarrera elektronikoa: | Link Metadata |
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