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postgraduate thesis: A study of value-at-risk models and their prediction power

TitleA study of value-at-risk models and their prediction power
Authors
Advisors
Advisor(s):Carverhill, AP
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Li, G. [李剛]. (2005). A study of value-at-risk models and their prediction power. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3202971
DegreeMaster of Philosophy
SubjectNonparametric statistics.
Risk - Econometric models.
Dept/ProgramBusiness

 

DC FieldValueLanguage
dc.contributor.advisorCarverhill, AP-
dc.contributor.authorLi, Gang-
dc.contributor.author李剛-
dc.date.issued2005-
dc.identifier.citationLi, G. [李剛]. (2005). A study of value-at-risk models and their prediction power. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3202971-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B32029718-
dc.subject.lcshNonparametric statistics.-
dc.subject.lcshRisk - Econometric models.-
dc.titleA study of value-at-risk models and their prediction power-
dc.typePG_Thesis-
dc.identifier.hkulb3202971-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineBusiness-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.identifier.doi10.5353/th_b3202971-
dc.date.hkucongregation2005-

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