ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS

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Bibliographic Details
Main Author:	XIE YUFEI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204753
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204753
record_format	dspace
spelling	sg-nus-scholar.10635-2047532021-10-28T01:20:45Z ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS XIE YUFEI MATHEMATICS TONG XIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:20:45Z 2021-10-28T01:20:45Z 2019 XIE YUFEI (2019). ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204753
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 XIE YUFEI
author	XIE YUFEI
spellingShingle	XIE YUFEI ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
author_sort	XIE YUFEI
title	ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
title_short	ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
title_full	ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
title_fullStr	ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
title_full_unstemmed	ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS
title_sort	estimation of portfolio value at risk by multivariate volatility models
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204753
_version_	1715201459188924416

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