Market risk data analytics for selected Asian stock markets during the pandemic Covid-19

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Market risk data analytics for selected Asian stock markets during the pandemic Covid-19

This study investigates various conditional mean and variance models to account for the impact of COVID-19 on the selected Asian markets, specifically the Japanese and Singaporean stock markets. The research period (24 August 2012 to 24 August 2022) is split into two periods, from 24 August 2012 to...

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Bibliographic Details
Main Authors:	Leng, Jing Teng, Chin, Wen Cheong, Lim, Min
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2023
Online Access:	http://journalarticle.ukm.my/22245/ http://journalarticle.ukm.my/22245/1/Paper5%20-.pdf

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