Ngoc Phu Tran; Thang Cong Nguyen; Duc Hong Vo; McAleer, … - In: Risks : open access journal 7 (2019) 4/112, pp. 1-13
The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of … immediate post-GFC (2009-2011) period and the normal (2012-2017) period, in order to identify the behavior of market risk for … data for each stock, as classified by industry. Two widely used approaches to measure and analyze risk are used in the …