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  • Evaluation of Long Memory and Asymmetric Value-at-Risk for Long and Short Trading Positions: An Empirical Study of Malaysian Stock Market

Evaluation of Long Memory and Asymmetric Value-at-Risk for Long and Short Trading Positions: An Empirical Study of Malaysian Stock Market

Written by Wen-Cheong Chin, Abu Hassan Shaari Mohd Nor and Zaidi Isa on . Posted in Vol.10 No.1, 2009

International Journal of Business and Society
Vol.10 No.1, 2009, 1-17

Abstract