High volatility,thick tails and extreme value theory in value -at-risk estimation

" High volatility,thick tails and extreme value theory in value -at-risk estimation "
/Actuarial science

Record identifier	:	565251
Personal Name - Primary Intelectual Responsibility	:	Majedi,Zahra
Title and statement of responsibility	:	High volatility,thick tails and extreme value theory in value -at-risk estimation [Thesis]/Actuarial science;supervisor: DR.Ghadir Mahdavi;advisor: Dr.Kamran Nadri
Publication, Distribution,Etc.	:	ECO, February 2011
Language of Text,Soundtrack etc.	:	eng
Dissertation of thesis details and type of degree	:	Ms
Body granting the degree	:	, ECO
Information of biblio record	:	TL
Material Type	:	Latin Dissertation

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