Value-at-Risk: Applying Extreme Value Approach to Measuring Financial Markets of the Southeast Asian Countries

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Value-at-Risk: Applying Extreme Value Approach to Measuring Financial Markets of the Southeast Asian Countries

This dissertation is generally based on the paper by (Ho et al., 2000) to identify the VaR values in six countries of the Southeast Asia (SEA) during and prior to the recent global financial crisis in 2007-08. The main differences between this dissertation and Ho, et al. (2000) paper are the investi...

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Bibliographic Details
Main Author:	Chin, Wei Hoong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25573/

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