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Analysis of Value at Risk Under Heavy-tailedness and Dependence: A Copula Approach
Author(s)
Tam, Perry
Type
Dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
URI
Format Extent
1183848 bytes
Creator
Tam, Perry
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance