Estimation of value-at-risk and expected shortfall using copulas
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.description.abstract | Includes bibliographical references (leaves 76-77). | en_ZA |
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.citation | Sumbhoolaul, 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.uri | http://hdl.handle.net/11427/4362 | |
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.language.iso | eng | en_ZA |
dc.publisher.department | Department of Statistical Sciences | en_ZA |
dc.publisher.faculty | Faculty of Science | en_ZA |
dc.publisher.institution | University of Cape Town | |
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 | |
dc.type.qualificationlevel | Masters | |
dc.type.qualificationname | MSc | en_ZA |
uct.type.filetype | Text | |
uct.type.filetype | Image | |
uct.type.publication | Research | en_ZA |
uct.type.resource | Thesis | en_ZA |
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