Article

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2024) A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis. Cogent Economics & Finance, 12 (1). ISSN 2332-2039

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2023) THE VAR EVALUATION OF SHARIAH STOCK MARKET IN MALAYSIA DURING COVID-19 PANDEMIC BY USING CONDITIONAL EVT METHOD. International Journal of Business and Society, 24 (3). pp. 1079-1098. ISSN 1511-6670

Ab Razak, Ruzanna and Ismail, Noriszura and Aridi, Nor Azliana (2016) Is Islamic stock market no different than conventional stock market? An evidence from Malaysia. International Business Management, 10 (17). pp. 3914-3920. ISSN 1993-5250

Conference or Workshop Item

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2023) A stylized facts comparison between low-frequency and high-frequency data of Brazil stock market index. In: 5th ISM International Statistical Conference 2021: Statistics in the Spotlight: Navigating the New Norm, ISM 2021, 15-17 Aug 2021.

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2022) Value-at-risk Quantile Forecast using GARCH-EVT and HAR-EVT Model. In: Postgraduate Social Science Colloquium 2022, 1 - 2 June 2022, Online.

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2021) Stylized Facts of Low-Frequency And High-Frequency Data of Global Stock Markets. In: 2nd Post Graduate Social Science Colloquium Proceedings 2021, 8-9 June 2021, Cyberjaya, Malaysia. (Submitted)