METHOD TO CONSTRUCT A FACTOR COPULA MODEL: AN EMPIRICAL APPLICATION TO THE STI COMPONENT STOCKS.
Bachelor's
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Main Author: | TAN KANG RUI GERARD |
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Other Authors: | ECONOMICS |
Format: | Theses and Dissertations |
Published: |
2018
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/146997 |
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Institution: | National University of Singapore |
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