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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/17625
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dc.titleOn a Constrained Arch Model for The Prediction of VAR
dc.contributor.authorWANG MENGXI
dc.date.accessioned2010-07-13T18:02:04Z
dc.date.available2010-07-13T18:02:04Z
dc.date.issued2009-03-23
dc.identifier.citationWANG MENGXI (2009-03-23). On a Constrained Arch Model for The Prediction of VAR. ScholarBank@NUS Repository.
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/17625
dc.language.isoen
dc.subjectValue-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation
dc.typeThesis
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.contributor.supervisorXIA YINGCUN
dc.description.degreeMaster's
dc.description.degreeconferredMASTER OF SCIENCE
dc.identifier.isiutNOT_IN_WOS
Appears in Collections:Master's Theses (Closed)

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