MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS
Bachelor's
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| Main Author: | |
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| Format: | Theses and Dissertations |
| Published: |
2019
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/156405 |
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| Institution: | National University of Singapore |