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Publications by Nurulhazwan Izmi Othman

Measuring Value at Risk for Kijang Emas Investment Using Historical Simulation Approach

International Journal of Academic Research in Business and Social Sciences

English

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Forecasting Value at Risk for Malaysian Palm Oil Using Monte Carlo Simulation

International Journal of Academic Research in Business and Social Sciences

English

Value at Risk Estimation Using Extreme Value Theory

English

An Evolving Possibilistic Fuzzy Modeling Approach for Value-At-Risk Estimation

Applied Soft Computing Journal

English

Managing Value-At-Risk for a Bond Using Bond Put Options

Computational Economics

Computer Science Applications

English

Value-At-Risk in Portfolio Optimization: Properties and Computational Approach

Journal of Risk

English

Analysing Systemic Risk Contribution Using a Closed Formula for Conditional Value at Risk Through Copula

Communications on Stochastic Analysis

English

EWS-GARCH: New Regime Switching Approach to Forecast Value-At-Risk

Central European Economic Journal

English

Making the Business Case for Process Safety Using Value-At-Risk Concepts

Journal of Hazardous Materials

Waste Management

Environmental Chemistry

Environmental Engineering

English

Value-At-Risk Analysis for Sukuk Issuance

Advances in Natural and Applied Sciences

English