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https://scholarbank.nus.edu.sg/handle/10635/202590
| Title: | FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE | Authors: | XIE LEFAN | Issue Date: | 2018 | Citation: | XIE LEFAN (2018). FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/202590 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| A0107424.pdf | 1.19 MB | Adobe PDF | CLOSED | None |
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