Items where Author is "Abdul Hamit, Ahmad Fauze"

Article

A realistic assessment of COVID-19 vaccination’s effect on the Malaysian stock market’s downside risk / Ahmad Fauze Abdul Hamit ... [et al.]. (2023) Journal of Emerging Economies & Islamic Research, 11 (2). pp. 35-47. ISSN 2289-2559

Estimating the precision of market risk within the tiger cub economies’ region through VaR backtesting/ Ahmad Fauze Abdul Hamit ... [et al.]. (2022) Journal of Emerging Economies & Islamic Research, 10 (3). pp. 63-78. ISSN 2289-2559

Book Section

Vares calculator: a mobile application to estimate market risk / Imbarine Bujang, Ahmad Fauze Abdul Hamit and Taufik Abd Hakim. (2017) In: Melaka International Intellectual Exposition (MIIEX 2007). Division of Research and Industry Linkages, Alor Gajah, Melaka.

Thesis

Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit. (2018) Masters thesis, thesis, Universiti Teknologi MARA (UiTM).

Student Project

A parametric survival analysis of fundamental factors and sentiment index towards future stock returns : a new chapter of global financial crisis / Ahmad Fauze Abdul Hamit. (2015) [Student Project] (Submitted)