Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203394
Title: | A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK | Authors: | SHI WENLIN | Issue Date: | 2010 | Citation: | SHI WENLIN (2010). A NON-GAUSSIAN TIME SERIES MODEL FOR ESTIMATING AND DECOMPOSING DEFAULT RISK. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203394 |
Appears in Collections: | Bachelor's Theses |
Show full item record
Files in This Item:
File | Description | Size | Format | Access Settings | Version | |
---|---|---|---|---|---|---|
u0601757.pdf | 917.85 kB | Adobe PDF | CLOSED | None |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.