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

published_or_final_version / abstract / Business / Master / Master of Philosophy

  1. 10.5353/th_b3202971
  2. b3202971
Identiferoai:union.ndltd.org:HKU/oai:hub.hku.hk:10722/29656
Date January 2005
CreatorsLi, Gang, 李剛
ContributorsCarverhill, AP
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Source SetsHong Kong University Theses
LanguageEnglish
Detected LanguageEnglish
TypePG_Thesis
Sourcehttp://hub.hku.hk/bib/B32029718
RightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works., Creative Commons: Attribution 3.0 Hong Kong License
RelationHKU Theses Online (HKUTO)

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