Cross market value-at-risk evaluations in emerging markets

Chin Wen Cheong; Zaidi Isa; Abu Hassan Shaari Mohd Nor

doi:10.5897/AJBM.9000172

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4167

Full Length Research Paper

Cross market value-at-risk evaluations in emerging markets

Chin Wen Cheong1*, Zaidi Isa2 and Abu Hassan Shaari Mohd Nor3

1Research Centre of Mathematical Sciences, Multimedia University, 63100 Cyberjaya, Selangor, Malaysia. 2Pusat Pemodelan dan Analisis Data (DELTA), Faculty of Science and Technology, Universiti Kebangsaan Malaysia, 46100 Bangi, Selangor, Malaysia. 3Faculty of Economics and Management, Universiti Kebangsaan Malaysia, 46100 Bangi, Selangor, Malaysia.
Email: [email protected]

Article Number - 82831FE20460
Vol.5(22), pp. 9385-9400 , September 2011
https://doi.org/10.5897/AJBM.9000172

Accepted: 22 February 2011
Published: 30 September 2011

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