Nonparametric inference of value at risk for dependent financial returns

Master's

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Bibliographic Details
Main Author: TANG CHENGYONG
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/13532
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Institution: National University of Singapore
Language: English
Description
Summary:Master's