Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/17625
Title: On a Constrained Arch Model for The Prediction of VAR
Authors: WANG MENGXI
Keywords: Value-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation
Issue Date: 23-Mar-2009
Citation: WANG MENGXI (2009-03-23). On a Constrained Arch Model for The Prediction of VAR. ScholarBank@NUS Repository.
URI: http://scholarbank.nus.edu.sg/handle/10635/17625
Appears in Collections:Master's Theses (Closed)

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