Dynamic extreme value theory (DEVT): a dynamic approach for obtaining value-at-risk (VaR).
by Leung Tsun Ip. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. === Includes bibliographical references (leaves 72-78). === Abstracts in English and Chinese. === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- Literature Review --- p.6 === Chapter 2.1 --- Development of estim...
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| Format: | Others |
| Language: | English Chinese |
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2006
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| Online Access: | http://library.cuhk.edu.hk/record=b5892772 http://repository.lib.cuhk.edu.hk/en/item/cuhk-325476 |