Items where Author is "Ruzanna Ab Razak, "

Nurul Hanis Aminuddin Jafry, and Ruzanna Ab Razak, and Noriszura Ismail, (2020) Ukuran kebersandaran bagi pulangan lima-minit berbanding pulangan harian menggunakan kopula statik dan dinamik. Sains Malaysiana, 49 (8). pp. 2023-2034. ISSN 0126-6039

Ruzanna Ab Razak, and Noriszura Ismail, (2019) Dependence modeling and portfolio risk estimation using GARCH-copula approach. Sains Malaysiana, 48 (7). pp. 1547-1555. ISSN 0126-6039