MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS
Bachelor's
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| Format: | Theses and Dissertations |
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2019
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/156405 |
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sg-nus-scholar.10635-1564052019-07-05T13:12:53Z MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS ZHENG ZHONGXI ECONOMICS SEO JUWON Bachelor's Bachelor of Social Sciences (Honours) 2019-07-05T02:09:07Z 2019-07-05T02:09:07Z 2019-04-09 Thesis ZHENG ZHONGXI (2019-04-09). MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/156405 |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| description |
Bachelor's |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS ZHENG ZHONGXI |
| format |
Theses and Dissertations |
| author |
ZHENG ZHONGXI |
| spellingShingle |
ZHENG ZHONGXI MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| author_sort |
ZHENG ZHONGXI |
| title |
MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| title_short |
MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| title_full |
MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| title_fullStr |
MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| title_full_unstemmed |
MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS |
| title_sort |
modelling dependence in sti component stocks: an analysis with r-vine copula models |
| publishDate |
2019 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/156405 |
| _version_ |
1681099600728948736 |