Three Essays on Stock Market Risk Estimation and Aggregation
| Author | : Haifeng Chen |
| Publisher | : |
| Total Pages | : 462 |
| Release | : 2012 |
| ISBN-10 | : OCLC:855381489 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Three Essays on Stock Market Risk Estimation and Aggregation by : Haifeng Chen
Download or read book Three Essays on Stock Market Risk Estimation and Aggregation written by Haifeng Chen and published by . This book was released on 2012 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk-Return Tradeoff -- Risk Estimation -- Risk Aggregation -- Dynamic Conditional Correlation Multivariate GARCH.