The Value-at-Risk （VaR） of South East Asian Countries： Forecasting Long Memory in Extreme Value Estimators The Value-at-Risk （VaR） of South East Asian Countries： Forecasting Long Memory in Extreme Value Estimators期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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The Value-at-Risk （VaR） of South East Asian Countries： Forecasting Long Memory in Extreme Value Estimators

作者姓名：	Chaitip Prasert Chaiboonsri Chukiat Chaitip Arreyah

作者单位：	[1]Chiang Mai University, Chiang Maio Thailand [2]The Far Eastern University, Chiang Mai, Thailand

基金项目：	Special thank to Miss Fawikorn Inluang for revising the research format of this paper to publish in this journal.

摘要：
关键词：	东南亚国家风险价值极值估计 VAR 记忆预测新加坡海峡时间序列分析
The Value-at-Risk （VaR） of South East Asian Countries： Forecasting Long Memory in Extreme Value Estimators

Chaitip Prasert,Chaiboonsri Chukiat,Chaitip Arreyah.The Value-at-Risk （VaR） of South East Asian Countries： Forecasting Long Memory in Extreme Value Estimators[J].China-USA Business Review,2011(9):763-770.

Authors:	China-USA Business Review

Abstract:

Keywords:	financial risk management extreme value estimators long memory South East Asian stock markers
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