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Estimation of value-at-risk and expected shortfall using copulas
Includes bibliographical references (leaves 76-77).
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867611284435894272 |
|---|---|
| access_status_str | Open Access |
| author | Sumbhoolaul, Helina |
| author2 | Haines, Linda |
| author_browse | Haines, Linda Sumbhoolaul, Helina |
| author_facet | Haines, Linda Sumbhoolaul, Helina |
| author_sort | Sumbhoolaul, Helina |
| collection | Thesis |
| description | Includes bibliographical references (leaves 76-77). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4362 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4362 Estimation of value-at-risk and expected shortfall using copulas Sumbhoolaul, Helina Haines, Linda Statistical Sciences Includes bibliographical references (leaves 76-77). 2014-07-30T17:43:32Z 2014-07-30T17:43:32Z 2008 Master Thesis Masters MSc http://hdl.handle.net/11427/4362 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Statistical Sciences Sumbhoolaul, Helina Estimation of value-at-risk and expected shortfall using copulas |
| thesis_degree_str | Master's |
| title | Estimation of value-at-risk and expected shortfall using copulas |
| title_full | Estimation of value-at-risk and expected shortfall using copulas |
| title_fullStr | Estimation of value-at-risk and expected shortfall using copulas |
| title_full_unstemmed | Estimation of value-at-risk and expected shortfall using copulas |
| title_short | Estimation of value-at-risk and expected shortfall using copulas |
| title_sort | estimation of value at risk and expected shortfall using copulas |
| topic | Statistical Sciences |
| url | http://hdl.handle.net/11427/4362 |
| work_keys_str_mv | AT sumbhoolaulhelina estimationofvalueatriskandexpectedshortfallusingcopulas |