Estimating the precision of market risk within the tiger cub economies' region through VaR backtesting/ Ahmad Fauze Abdul Hamit ... [et al.]

• Главные авторы: Abdul Hamit, Ahmad Fauze (Автор), Fridrict, Ninalyn (Автор), Supar, Siti Julea (Автор), Patrick, Maily (Автор), Bujang, Imbarine (Автор)
• Формат: ‌
• Опубликовано: Universiti Teknologi MARA Selangor, 2022-09.
• Предметы: Article; PeerReviewed
• Online-ссылка: Link Metadata

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...