MODELLING DEPENDENCE IN STI COMPONENT STOCKS: AN ANALYSIS WITH R-VINE COPULA MODELS

Bachelor's

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Bibliographic Details
Main Author: ZHENG ZHONGXI
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2019
Online Access:https://scholarbank.nus.edu.sg/handle/10635/156405
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Institution: National University of Singapore
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