Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/212598
| Title: | THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS | Authors: | ZHAO ZHENYAN | Issue Date: | 2021 | Citation: | ZHAO ZHENYAN (2021). THE USE OF COPULA TO MODEL CORRELATION AND RESULTING TAIL RISKS IN EXTREME MARKET CONDITIONS. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/212598 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| A0177370B_QF.pdf | 8.62 MB | Adobe PDF | CLOSED | None |
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