ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS

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

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