Assessing the Impact of Risk Contagion on Value-at-Risk and the Alternative Application of a Bayesian Factor Based Approach.

Apps, EM (2018) Assessing the Impact of Risk Contagion on Value-at-Risk and the Alternative Application of a Bayesian Factor Based Approach. PhD thesis, University of Liverpool.

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Abstract

email address: emapps17@liv.ac.uk

Item Type:	Thesis (PhD)
Divisions:	Faculty of Humanities and Social Sciences > Faculty of Humanities and Social Sciences
Depositing User:	Symplectic Admin
Date Deposited:	09 Aug 2018 14:47
Last Modified:	19 Jan 2023 01:32
DOI:	10.17638/03022493
Supervisors:	McCabe, Brendan ORCID: 0000-0002-9731-1766
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3022493