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Title: Measuring Agricultural Market Risk GARCH estimation vs. Conditional Extreme Value Theory
Other Titles: Đo lường rủi ro của thị trường nông nghiệp ước lượng GARCH và lý thuyết Extreme Value có điều kiện
Authors: Nguyen, Thi Phuong Thao
Advisor: Murray, Louis, Prof.
Keywords: Agricultural Market
Risk Measures
Conditional Extreme Value Theory
Issue Date: 2015-08
Publisher: University College Dublin, Ireland
Description: Master's thesis. Major: Finance; 74 pages
Table of contents: 1.Introduction; 2.Literature review; 3.Methodology; ....
Appears in Collections:Tài chính - Ngân hàng

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