Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/204507
| Title: | ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS | Authors: | XIE YUFEI | Issue Date: | 2019 | Citation: | XIE YUFEI (2019). ESTIMATION OF PORTFOLIO VALUE AT RISK BY MULTIVARIATE VOLATILITY MODELS. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204507 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| e0005898.pdf | 419.78 kB | Adobe PDF | CLOSED | None |
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