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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 |