| Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755704 |
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| Title: | Assessing the impact of risk contagion on value-at-risk and the alternative application of a Bayesian factor based approach | ||||||
| Author: | Apps, E. M. |
ISNI:
0000 0004 7428 697X
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| Awarding Body: | University of Liverpool | ||||||
| Current Institution: | University of Liverpool | ||||||
| Date of Award: | 2018 | ||||||
| Availability of Full Text: |
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| Abstract: | |||||||
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No abstract available
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| Supervisor: | McCabe, Brendan | Sponsor: | Not available | ||||
| Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
| EThOS ID: | uk.bl.ethos.755704 | DOI: | |||||
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