Corrigendum to: "Heavy-tailed value-at-risk analysis for Malaysian Stock exchange" [Physica A 387 (2008) 4285-4298] (DOI:10.1016/j.physa.2008.01.075);Heavy-tailed value-at-risk analysis for Malaysian stock exchange

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 16-17, 2008, Pages 4285-4298

  Chin, Wen Cheong ^a  

^a MULTIMEDIA UNIVERSITY   (Malaysia)

Author keywords

ARCH models; Financial time series; Heavy tail distribution; Value at risk

Indexed keywords

COMPUTER SIMULATION; INNOVATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PARETO PRINCIPLE; RISK ANALYSIS;

ARCH MODELS; FINANCIAL TIME SERIES; HEAVY-TAIL DISTRIBUTION; VALUE-AT-RISK;

INVENTORY CONTROL;

EID: 43049154358     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.07.024     Document Type: Erratum

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