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postgraduate thesis: A study of value-at-risk models and their prediction power
| Title | A study of value-at-risk models and their prediction power |
|---|---|
| Authors | |
| Advisors | Advisor(s):Carverhill, AP |
| Issue Date | 2005 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Li, G. [李剛]. (2005). A study of value-at-risk models and their prediction power. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3202971 |
| Degree | Master of Philosophy |
| Subject | Nonparametric statistics. Risk - Econometric models. |
| Dept/Program | Business |
| Persistent Identifier | http://hdl.handle.net/10722/29656 |
| HKU Library Item ID | b3202971 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Carverhill, AP | - |
| dc.contributor.author | Li, Gang | - |
| dc.contributor.author | 李剛 | - |
| dc.date.issued | 2005 | - |
| dc.identifier.citation | Li, G. [李剛]. (2005). A study of value-at-risk models and their prediction power. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3202971 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/29656 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B32029718 | - |
| dc.subject.lcsh | Nonparametric statistics. | - |
| dc.subject.lcsh | Risk - Econometric models. | - |
| dc.title | A study of value-at-risk models and their prediction power | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3202971 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Business | - |
| dc.description.nature | published_or_final_version | - |
| dc.description.nature | abstract | - |
| dc.identifier.doi | 10.5353/th_b3202971 | - |
| dc.date.hkucongregation | 2005 | - |
| dc.identifier.mmsid | 991015596219703414 | - |