EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES

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Bibliographic Details
Main Author:	INDRIANI WIJAYA
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203843
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203843
record_format	dspace
spelling	sg-nus-scholar.10635-2038432021-10-20T01:50:06Z EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES INDRIANI WIJAYA MATHEMATICS NG WEE SENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:23:47Z 2021-10-20T01:23:47Z 2014 INDRIANI WIJAYA (2014). EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203843
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 INDRIANI WIJAYA
author	INDRIANI WIJAYA
spellingShingle	INDRIANI WIJAYA EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
author_sort	INDRIANI WIJAYA
title	EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
title_short	EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
title_full	EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
title_fullStr	EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
title_full_unstemmed	EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES
title_sort	evt and tail-risk modelling: evidence from market indices and volatility series
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203843
_version_	1715201335192715264

EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES

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