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Frontiers of Value-at-Risk Forecasting for the Kuala Lumpur Composite Index of Malaysia and Bangkok SET Index of Thailand

Frontiers of Value-at-Risk Forecasting for the Kuala Lumpur Composite Index of Malaysia and Bangkok SET Index of Thailand
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机构地区 Chiang Mai University
出处 《Journal of Modern Accounting and Auditing》 2011年第12期1406-1417,共12页 现代会计与审计(英文版)
关键词 综合指数 马来西亚 风险价值 值预测 吉隆坡 泰国 曼谷 证券交易所 Thailand, Malaysia, VaR, stock market, GEV forecasting method
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