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Issue Date
Title
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2016
Essay on Tail Risk Measure with Application in Volatility Forecast
ZHAO, YUPEI (趙雨培)
;
Department of Finance and Business Economics
;
Faculty of Business Administration
2016
Essay on Tail Risk Measure with Application in Volatility Forecast
ZHAO, YUPEI (趙雨培)
;
Department of Finance and Business Economics
;
Faculty of Business Administration
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Subject
2
Hill estimator
2
Tail risk
2
Volatility forecast
Date issued
2
2016
Has File(s)
2
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