On a Constrained Arch Model for The Prediction of VAR
Master's
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/17625 |
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sg-nus-scholar.10635-176252024-10-26T18:18:24Z On a Constrained Arch Model for The Prediction of VAR WANG MENGXI STATISTICS & APPLIED PROBABILITY XIA YINGCUN Value-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation Master's MASTER OF SCIENCE 2010-07-13T18:02:04Z 2010-07-13T18:02:04Z 2009-03-23 Thesis WANG MENGXI (2009-03-23). On a Constrained Arch Model for The Prediction of VAR. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/17625 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Value-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation |
| spellingShingle |
Value-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation WANG MENGXI On a Constrained Arch Model for The Prediction of VAR |
| description |
Master's |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY WANG MENGXI |
| format |
Theses and Dissertations |
| author |
WANG MENGXI |
| author_sort |
WANG MENGXI |
| title |
On a Constrained Arch Model for The Prediction of VAR |
| title_short |
On a Constrained Arch Model for The Prediction of VAR |
| title_full |
On a Constrained Arch Model for The Prediction of VAR |
| title_fullStr |
On a Constrained Arch Model for The Prediction of VAR |
| title_full_unstemmed |
On a Constrained Arch Model for The Prediction of VAR |
| title_sort |
on a constrained arch model for the prediction of var |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/17625 |
| _version_ |
1821196764829450240 |