Estimation of value-at-risk and expected shortfall using copulas

 

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dc.contributor.advisor Haines, Linda en_ZA
dc.contributor.author Sumbhoolaul, Helina en_ZA
dc.date.accessioned 2014-07-30T17:43:32Z
dc.date.available 2014-07-30T17:43:32Z
dc.date.issued 2008 en_ZA
dc.identifier.citation Sumbhoolaul, H. 2008. Estimation of value-at-risk and expected shortfall using copulas. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/4362
dc.description.abstract Includes bibliographical references (leaves 76-77). en_ZA
dc.language.iso eng en_ZA
dc.subject.other Statistical Sciences en_ZA
dc.title Estimation of value-at-risk and expected shortfall using copulas en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Statistical Sciences en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Sumbhoolaul, H. (2008). <i>Estimation of value-at-risk and expected shortfall using copulas</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4362 en_ZA
dc.identifier.chicagocitation Sumbhoolaul, Helina. <i>"Estimation of value-at-risk and expected shortfall using copulas."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2008. http://hdl.handle.net/11427/4362 en_ZA
dc.identifier.vancouvercitation Sumbhoolaul H. Estimation of value-at-risk and expected shortfall using copulas. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2008 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4362 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Sumbhoolaul, Helina AB - Includes bibliographical references (leaves 76-77). DA - 2008 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2008 T1 - Estimation of value-at-risk and expected shortfall using copulas TI - Estimation of value-at-risk and expected shortfall using copulas UR - http://hdl.handle.net/11427/4362 ER - en_ZA


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