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...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037852427&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43891 |
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| Institution: | Chiang Mai University |
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