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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| Format: | Others |
| Language: | English Chinese |
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2011
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| Online Access: | http://library.cuhk.edu.hk/record=b6075370 http://repository.lib.cuhk.edu.hk/en/item/cuhk-345003 |