Forecasting of VaR in extreme event under economic cycle phenomena for the ASEAN-4 stock exchange
© Springer International Publishing AG 2018. This paper was proposed to computationally investigate the cycling details and risk management of the ASEAN-4 financial stock indexes, including Bangkok Bank (BBL), Development Bank of Singapore Limited (DBS), Commerce International Merchant Bankers (CIMB...
محفوظ في:
المؤلفون الرئيسيون: | Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri |
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التنسيق: | Book Series |
منشور في: |
2018
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الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037852427&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43891 |
الوسوم: |
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مواد مشابهة
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