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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Essay on tail risk measure with application in volatility forecast

Issue date

2016.

Author

Zhao, Yu Pei

Faculty
Faculty of Business Administration
Department
Department of Finance and Business Economics
Degree

M. Sc.

Subject

Investment analysis

Financial risk management

Supervisor

Ko, Iat Meng

Files In This Item

Full-text (Internet)

Location
1/F Zone C
Library URL
991006804509706306