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postgraduate thesis: On a subjective modelling of VaR: fa Bayesianapproach
| Title | On a subjective modelling of VaR: fa Bayesianapproach |
|---|---|
| Authors | |
| Issue Date | 2001 |
| Publisher | The 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 |
| Degree | Master of Philosophy |
| Subject | Risk management - Statistical methods. Bayesian statistical decision theory. |
| Dept/Program | Statistics and Actuarial Science |
| Persistent Identifier | http://hdl.handle.net/10722/33670 |
| HKU Library Item ID | b3122515 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Siu, Wai-shing. | - |
| dc.contributor.author | 蕭偉成 | - |
| dc.date.issued | 2001 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/33670 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B31225159 | - |
| dc.subject.lcsh | Risk management - Statistical methods. | - |
| dc.subject.lcsh | Bayesian statistical decision theory. | - |
| dc.title | On a subjective modelling of VaR: fa Bayesianapproach | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3122515 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b3122515 | - |
| dc.date.hkucongregation | 2001 | - |
| dc.identifier.mmsid | 991012293239703414 | - |