Forecasting of VaR in extreme event under economic cycle phenomena for the ASEAN-4 stock exchange

• المؤلفون الرئيسيون: Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Computer Science
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037852427&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/58536
• المؤسسة: Chiang Mai University

© 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...