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 |
Be the first to leave a comment!