A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK

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Bibliographic Details
Main Author:	SHI WENLIN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203394
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203394
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spelling	sg-nus-scholar.10635-2033942021-10-15T01:49:13Z A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK SHI WENLIN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T01:14:27Z 2021-10-15T01:14:27Z 2010 SHI WENLIN (2010). A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203394
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 SHI WENLIN
author	SHI WENLIN
spellingShingle	SHI WENLIN A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
author_sort	SHI WENLIN
title	A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
title_short	A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
title_full	A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
title_fullStr	A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
title_full_unstemmed	A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK
title_sort	non-gaussian time series model for estimating and decomposing default risk
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203394
_version_	1715201265702535168

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