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.
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