BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING

Bachelor's

Saved in:

Bibliographic Details
Main Author:	ANG CHUAN HUAT
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204615
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-204615
record_format	dspace
spelling	sg-nus-scholar.10635-2046152021-10-28T01:19:17Z BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING ANG CHUAN HUAT MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:19:17Z 2021-10-28T01:19:17Z 2018 ANG CHUAN HUAT (2018). BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204615
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 ANG CHUAN HUAT
author	ANG CHUAN HUAT
spellingShingle	ANG CHUAN HUAT BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
author_sort	ANG CHUAN HUAT
title	BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
title_short	BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
title_full	BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
title_fullStr	BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
title_full_unstemmed	BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING
title_sort	bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204615
_version_	1715201433326845952

BAYESIAN FORECASTING OF VALUE AT RISK AND EXPECTED SHORTFALL USING ADAPTIVE IMPORTANCE SAMPLING

Similar Items