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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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2023
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| Online Access: | http://journalarticle.ukm.my/22245/1/Paper5%20-.pdf http://journalarticle.ukm.my/22245/ http://www.ukm.my/jqma |
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