FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION

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Main Author:	DANIELLE JOY THIO EN QI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202478
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202478
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spelling	sg-nus-scholar.10635-2024782021-10-12T02:04:30Z FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION DANIELLE JOY THIO EN QI MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:11Z 2021-10-11T01:25:11Z 2016 DANIELLE JOY THIO EN QI (2016). FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202478
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS DANIELLE JOY THIO EN QI
author	DANIELLE JOY THIO EN QI
spellingShingle	DANIELLE JOY THIO EN QI FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
author_sort	DANIELLE JOY THIO EN QI
title	FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
title_short	FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
title_full	FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
title_fullStr	FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
title_full_unstemmed	FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION
title_sort	forecasting expected shortfall with a generalized asymmetric student t-distribution
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202478
_version_	1715201114107805696

FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT T-DISTRIBUTION

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