Use this URL to cite or link to this record in EThOS:
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
Awarding Body: University of Liverpool
Current Institution: University of Liverpool
Date of Award: 2018
Availability of Full Text:
Access from EThOS:
Access from Institution:
No abstract available
Supervisor: McCabe, Brendan Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available