THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS
Bachelor's
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
2021
|
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/212598 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-212598 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-2125982021-12-29T08:45:02Z THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS ZHAO ZHENYAN MATHEMATICS CHEN KAN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-12-29T08:34:29Z 2021-12-29T08:34:29Z 2021 ZHAO ZHENYAN (2021). THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/212598 |
| 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 ZHAO ZHENYAN |
| author |
ZHAO ZHENYAN |
| spellingShingle |
ZHAO ZHENYAN THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| author_sort |
ZHAO ZHENYAN |
| title |
THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| title_short |
THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| title_full |
THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| title_fullStr |
THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| title_full_unstemmed |
THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS |
| title_sort |
use of copula to model correlation and resulting tail risks in extreme market conditions |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/212598 |
| _version_ |
1722355162380500992 |