METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.

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Bibliographic Details
Main Author:	TAN KANG RUI GERARD
Other Authors:	ECONOMICS
Format:	Theses and Dissertations
Published:	2018
Subjects:	Factor Copulas, Factor Analysis, Systematic Risks, Dependence
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/146997
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-146997
record_format	dspace
spelling	sg-nus-scholar.10635-1469972019-04-11T13:35:00Z METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS. TAN KANG RUI GERARD ECONOMICS SEO JUWON Factor Copulas, Factor Analysis, Systematic Risks, Dependence Bachelor's Bachelor of Business Administration (Honours) Bachelor of Social Sciences (Honours) 2018-09-05T06:01:35Z 2018-09-05T06:01:35Z 2018-04-09 Thesis TAN KANG RUI GERARD (2018-04-09). METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/146997
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Factor Copulas, Factor Analysis, Systematic Risks, Dependence
spellingShingle	Factor Copulas, Factor Analysis, Systematic Risks, Dependence TAN KANG RUI GERARD METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
description	Bachelor's
author2	ECONOMICS
author_facet	ECONOMICS TAN KANG RUI GERARD
format	Theses and Dissertations
author	TAN KANG RUI GERARD
author_sort	TAN KANG RUI GERARD
title	METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
title_short	METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
title_full	METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
title_fullStr	METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
title_full_unstemmed	METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
title_sort	method to construct a factor copula model: an empirical application to the sti component stocks.
publishDate	2018
url	http://scholarbank.nus.edu.sg/handle/10635/146997
_version_	1681098691809640448

METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.

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