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:	Alpha-mixing; Kernel estimation; Extreme quantile; Spectral density estimation; Nonparametric Regression; Extreme Value Theory
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/13532
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-135322015-01-20T03:05:24Z Nonparametric inference of value at risk for dependent financial returns TANG CHENGYONG STATISTICS & APPLIED PROBABILITY CHEN SONG XI Alpha-mixing; Kernel estimation; Extreme quantile; Spectral density estimation; Nonparametric Regression; Extreme Value Theory Master's MASTER OF SCIENCE 2010-04-08T10:33:58Z 2010-04-08T10:33:58Z 2003-10-27 Thesis TANG CHENGYONG (2003-10-27). Nonparametric inference of value at risk for dependent financial returns. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13532 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Alpha-mixing; Kernel estimation; Extreme quantile; Spectral density estimation; Nonparametric Regression; Extreme Value Theory
spellingShingle	Alpha-mixing; Kernel estimation; Extreme quantile; Spectral density estimation; Nonparametric Regression; Extreme Value Theory TANG CHENGYONG Nonparametric inference of value at risk for dependent financial returns
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY TANG CHENGYONG
format	Theses and Dissertations
author	TANG CHENGYONG
author_sort	TANG CHENGYONG
title	Nonparametric inference of value at risk for dependent financial returns
title_short	Nonparametric inference of value at risk for dependent financial returns
title_full	Nonparametric inference of value at risk for dependent financial returns
title_fullStr	Nonparametric inference of value at risk for dependent financial returns
title_full_unstemmed	Nonparametric inference of value at risk for dependent financial returns
title_sort	nonparametric inference of value at risk for dependent financial returns
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/13532
_version_	1681078873859555328

Nonparametric inference of value at risk for dependent financial returns

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