Empirical likelihood based evaluation for value at risk models

  • Zhenghong Wei

Student thesis: Doctoral Thesis


Please refer to the "Abstract & TOC" file on the right side
Date of Award2007
Original languageEnglish
SupervisorLixing ZHU (Supervisor)

User-Defined Keywords

  • Finance
  • Mathematical models
  • Mathematical statistics
  • Probabilities
  • Risk management


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