Forecasting Portfolio Risk Estimation by Using Garch and Var
Methods

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Forecasting Portfolio Risk Estimation by Using Garch and Var Methods

Risk management or risk predicting are closely related with the market volatility which affect the return of portfolio estimation. Portfolio managers around the world concerned with risk estimation because portfolio risk management is part of their decision-making process. According to Hull (2006)...

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Bibliographic Details
Main Authors:	Noor Azlinna, Azizan, Lee, Chia Kuang, Zeenat, Ahmed
Format:	Article
Language:	English
Published:	The International Institute for Science, Technology and Education 2012
Subjects:	HD61 Risk Management
Online Access:	http://umpir.ump.edu.my/id/eprint/6796/ http://umpir.ump.edu.my/id/eprint/6796/1/Forecasting_Portfolio_Risk_Estimation_by_Using_Garch_and_Var_Methods.pdf

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