Work

Heavy-tailed value-at-risk analysis for Malaysian stock exchange

Year: 2008

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2008.01.075

Author: Wen Cheong Chin

Institution: Multimedia University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2050174028

FWCI: 4.645

Cites: 35

Cited by: 25

Related to: 10