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

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