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

dc.contributor.advisorHaines, Lindaen_ZA
dc.contributor.authorSumbhoolaul, Helinaen_ZA
dc.date.accessioned2014-07-30T17:43:32Z
dc.date.available2014-07-30T17:43:32Z
dc.date.issued2008en_ZA
dc.description.abstractIncludes bibliographical references (leaves 76-77).en_ZA
dc.identifier.apacitationSumbhoolaul, 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/11427/4362en_ZA
dc.identifier.chicagocitationSumbhoolaul, 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/11427/4362en_ZA
dc.identifier.citationSumbhoolaul, H. 2008. Estimation of value-at-risk and expected shortfall using copulas. University of Cape Town.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
dc.identifier.urihttp://hdl.handle.net/11427/4362
dc.identifier.vancouvercitationSumbhoolaul 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/11427/4362en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherStatistical Sciencesen_ZA
dc.titleEstimation of value-at-risk and expected shortfall using copulasen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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