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GARCH-Copula Approach to Estimation of Value at Risk for Portfolios

Li, Yin (2012) In Master's Theses in Mathematical Sciences MASM01 20121
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Li, Yin
supervisor
organization
course
MASM01 20121
year
type
H2 - Master's Degree (Two Years)
subject
publication/series
Master's Theses in Mathematical Sciences
report number
LUNFMS-3038-2012
ISSN
1404-6342
other publication id
2012:E18
language
English
id
2856008
date added to LUP
2012-06-27 11:34:10
date last changed
2024-10-23 16:28:35
@misc{2856008,
  author       = {{Li, Yin}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's Theses in Mathematical Sciences}},
  title        = {{GARCH-Copula Approach to Estimation of Value at Risk for Portfolios}},
  year         = {{2012}},
}