Browsing PHD-Department of Mathematics by Author "Ananda, Omutokoh Kube"
Now showing items 1-1 of 1
-
Quantile Autoregression and its application to Financial Risk Management and Portfolio Optimization
Ananda, Omutokoh Kube (2014-09-01)Increasing globalization, complexity of capital markets and the expanding range of exotic financial instruments have made financial risk management difficult to evaluate. As a consequence, a rise in use of more sophisticated ...