Empirical likelihood based evaluation for value at risk models

Empirical likelihood based evaluation for value at risk models

Bibliographic Details
Main Author: Wei, Zhenghong
Format: Others
Language:English
Published: HKBU Institutional Repository 2007
Subjects:
Finance
Mathematical models
Mathematical statistics
Probabilities
Risk management
Online Access:http://repository.hkbu.edu.hk/etd_ra/896
http://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1895&context=etd_ra
id ndltd-hkbu.edu.hk-oai-repository.hkbu.edu.hk-etd_ra-1895
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spelling ndltd-hkbu.edu.hk-oai-repository.hkbu.edu.hk-etd_ra-18952017-08-30T03:52:07Z Empirical likelihood based evaluation for value at risk models Wei, Zhenghong 2007-01-01T08:00:00Z text application/pdf http://repository.hkbu.edu.hk/etd_ra/896 http://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1895&context=etd_ra The author retains all rights to this work. The author has signed an agreement granting HKBU a non-exclusive license to archive and distribute their thesis. Restricted Access Theses and Dissertations English HKBU Institutional Repository Finance Mathematical models Mathematical statistics Probabilities Risk management
collection NDLTD
language English
format Others
sources NDLTD
topic Finance
Mathematical models
Mathematical statistics
Probabilities
Risk management
spellingShingle Finance
Mathematical models
Mathematical statistics
Probabilities
Risk management
Wei, Zhenghong
Empirical likelihood based evaluation for value at risk models
author Wei, Zhenghong
author_facet Wei, Zhenghong
author_sort Wei, Zhenghong
title Empirical likelihood based evaluation for value at risk models
title_short Empirical likelihood based evaluation for value at risk models
title_full Empirical likelihood based evaluation for value at risk models
title_fullStr Empirical likelihood based evaluation for value at risk models
title_full_unstemmed Empirical likelihood based evaluation for value at risk models
title_sort empirical likelihood based evaluation for value at risk models
publisher HKBU Institutional Repository
publishDate 2007
url http://repository.hkbu.edu.hk/etd_ra/896
http://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1895&context=etd_ra
work_keys_str_mv AT weizhenghong empiricallikelihoodbasedevaluationforvalueatriskmodels
_version_ 1718522851793829888

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