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Multi-period value-at-risk scaling rules: calculations and approximations. / CUHK electronic theses & dissertations collection

Zhou, Pengpeng. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 76-89). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract also in Chinese.

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_345003
Date January 2011
ContributorsZhou, Pengpeng., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, theses
Formatelectronic resource, microform, microfiche, 1 online resource (x, 89 leaves : ill.)
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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