Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203843
| DC Field | Value | |
|---|---|---|
| dc.title | EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES | |
| dc.contributor.author | INDRIANI WIJAYA | |
| dc.date.accessioned | 2021-10-20T01:23:47Z | |
| dc.date.available | 2021-10-20T01:23:47Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | INDRIANI WIJAYA (2014). EVT AND TAIL-RISK MODELLING: EVIDENCE FROM MARKET INDICES AND VOLATILITY SERIES. ScholarBank@NUS Repository. | |
| dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/203843 | |
| dc.type | Thesis | |
| dc.contributor.department | MATHEMATICS | |
| dc.contributor.supervisor | NG WEE SENG | |
| dc.description.degree | Bachelor's | |
| dc.description.degreeconferred | BACHELOR OF SCIENCE (HONOURS) | |
| Appears in Collections: | Bachelor's Theses | |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| a0074386.pdf | 2.39 MB | Adobe PDF | CLOSED | None |
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