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

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

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Economics, Econometrics and Finance