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https://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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