Please use this identifier to cite or link to this item:
http://tailieuso.udn.vn/handle/TTHL_125/8271| 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 Finance |
| 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; .... |
| URI: | http://tailieuso.udn.vn/handle/TTHL_125/8271 |
| Appears in Collections: | Tài chính - Ngân hàng |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NguyenThiPhuongThao.TT.pdf | Abstract & Table of Contents | 147.66 kB | Adobe PDF | View/Open |
| NguyenThiPhuongThao.TV.pdf | Fulltext | 1.04 MB | Adobe PDF | View/Open Request a copy |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.