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Estimating VaR and hedging : a copula-EVT frameworkNutteera Lertwattanasak |
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| รหัสดีโอไอ | |
| Title | Estimating VaR and hedging : |
| Creator | Nutteera Lertwattanasak |
| Contributor | Arnat Leemakdej, |
| Publisher | Faculty of Commerce and Accountancy,Thammasat University |
| Publication Year | 2550 |
| Keyword | Financial risk management, Hedging (Finance), Extreme value theory |