Some contributions to statistical modeling in finance
The whole thesis contains 7 chapters. Chapter 1 is the introductory chapter of my thesis and the main contributions are in Chapter 2 through to Chapter 7. The theme of these chapters is developing and reviewing statistical distributions with financial applications. Value at Risk is the most popular...
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University of Manchester
2016
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Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728138 |