Multi-period value-at-risk scaling rules: calculations and approximations.

Multi-period value-at-risk scaling rules: calculations and approximations.

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 al...

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Bibliographic Details
Other Authors: Zhou, Pengpeng.
Format: Others
Language:English
Chinese
Published: 2011
Subjects:
Probabilities
Risk assessment > Statistical methods
Online Access:http://library.cuhk.edu.hk/record=b6075370
http://repository.lib.cuhk.edu.hk/en/item/cuhk-345003
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spelling ndltd-cuhk.edu.hk-oai-cuhk-dr-cuhk_3450032019-02-19T03:32:37Z Multi-period value-at-risk scaling rules: calculations and approximations. CUHK electronic theses & dissertations collection Probabilities Risk assessment--Statistical methods 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. Zhou, Pengpeng. Chinese University of Hong Kong Graduate School. Division of Statistics. 2011 Text theses electronic resource microform microfiche 1 online resource (x, 89 leaves : ill.) cuhk:345003 http://library.cuhk.edu.hk/record=b6075370 eng chi Use 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/) http://repository.lib.cuhk.edu.hk/en/islandora/object/cuhk%3A345003/datastream/TN/view/Multi-period%20value-at-risk%20scaling%20rules%20%3A%20calculations%20and%20approximations.jpghttp://repository.lib.cuhk.edu.hk/en/item/cuhk-345003
collection NDLTD
language English
Chinese
format Others
sources NDLTD
topic Probabilities
Risk assessment--Statistical methods
spellingShingle Probabilities
Risk assessment--Statistical methods
Multi-period value-at-risk scaling rules: calculations and approximations.
description 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.
author2 Zhou, Pengpeng.
author_facet Zhou, Pengpeng.
title Multi-period value-at-risk scaling rules: calculations and approximations.
title_short Multi-period value-at-risk scaling rules: calculations and approximations.
title_full Multi-period value-at-risk scaling rules: calculations and approximations.
title_fullStr Multi-period value-at-risk scaling rules: calculations and approximations.
title_full_unstemmed Multi-period value-at-risk scaling rules: calculations and approximations.
title_sort multi-period value-at-risk scaling rules: calculations and approximations.
publishDate 2011
url http://library.cuhk.edu.hk/record=b6075370
http://repository.lib.cuhk.edu.hk/en/item/cuhk-345003
_version_ 1718977234708987904

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