A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT) - Copula approach

Bibliografiske detaljer
Hovedforfatter: Quismorio, Brenda A. (Author)
Andre forfattere: Bautista, Carlos C. (adviser.)
Format: Thesis
Sprog:engelsk
Fag: