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postgraduate thesis: On a subjective modelling of VaR: fa Bayesianapproach

TitleOn a subjective modelling of VaR: fa Bayesianapproach
Authors
Issue Date2001
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Siu, W. [蕭偉成]. (2001). On a subjective modelling of VaR : fa Bayesian approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122515
DegreeMaster of Philosophy
SubjectRisk management - Statistical methods.
Bayesian statistical decision theory.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/33670
HKU Library Item IDb3122515

 

DC FieldValueLanguage
dc.contributor.authorSiu, Wai-shing.-
dc.contributor.author蕭偉成-
dc.date.issued2001-
dc.identifier.citationSiu, W. [蕭偉成]. (2001). On a subjective modelling of VaR : fa Bayesian approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122515-
dc.identifier.urihttp://hdl.handle.net/10722/33670-
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.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B31225159-
dc.subject.lcshRisk management - Statistical methods.-
dc.subject.lcshBayesian statistical decision theory.-
dc.titleOn a subjective modelling of VaR: fa Bayesianapproach-
dc.typePG_Thesis-
dc.identifier.hkulb3122515-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3122515-
dc.date.hkucongregation2001-
dc.identifier.mmsid991012293239703414-

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