Estimation of value at risk for stock prices in mobile phone industry

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Estimation of value at risk for stock prices in mobile phone industry

Risk management and market losses prediction played a vital role in the financial sector. Value-at-Risk (VaR) is one of the effective measures for financial risk management. This research studies three mobile phone companies which are Apple Inc, Google Inc and Microsoft Corporation. The stocks of th...

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Bibliographic Details
Main Authors:	Shinyie, W. L., Chan, Kah Li, Lim, Fong Peng
Format:	Article
Language:	English
Published:	Universiti Malaysia Pahang Publishing 2021
Online Access:	http://psasir.upm.edu.my/id/eprint/97136/ http://psasir.upm.edu.my/id/eprint/97136/1/ABSTRACT.pdf

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