Empirical likelihood based evaluation for value at risk models

  • Zhenghong Wei

Student thesis: Doctoral Thesis

Abstract

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

Cite this

'