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

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Documents

  • Abstract & TOC

    File: application/pdf, 428 KB

    Type: Supplementary materials

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