The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model

Xiu Wei Yeap, Hooi Hooi Lean, Marius Galabe Sampid, Haslifah Mohamad Hasim

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model'. Together they form a unique fingerprint.

Business & Economics