ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES

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Bibliographic Details
Main Author:	SUPPIAH KAMESHWARA
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204219
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204219
record_format	dspace
spelling	sg-nus-scholar.10635-2042192021-10-26T03:33:44Z ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES SUPPIAH KAMESHWARA MATHEMATICS GONG ZHENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-26T03:03:25Z 2021-10-26T03:03:25Z 2016 SUPPIAH KAMESHWARA (2016). ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204219
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 SUPPIAH KAMESHWARA
author	SUPPIAH KAMESHWARA
spellingShingle	SUPPIAH KAMESHWARA ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
author_sort	SUPPIAH KAMESHWARA
title	ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
title_short	ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
title_full	ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
title_fullStr	ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
title_full_unstemmed	ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
title_sort	estimation of tail-related risk measures for�heteroscedastic financial time series
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204219
_version_	1715201379856809984

ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES

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