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

書目詳細資料
主要作者:	Quismorio, Brenda A. (Author)
其他作者:	Bautista, Carlos C. (adviser.)
格式:	Thesis
語言:	英语
主題:	Stock price indexes > Philippines. Investment, Foreign > Philippines > Mathematical models. Copulas (Mathematical statistics). Extreme value theory. Mathematical statistics. Risk management.