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: Fac of Humanities & Social Sci > Faculty of Humanities and Social Sciences
Depositing User: Symplectic Admin
Date Deposited: 09 Aug 2018 14:47
Last Modified: 09 May 2020 00:16
DOI: 10.17638/03022493
Supervisors:
  • McCabe, Brendan
URI: http://livrepository.liverpool.ac.uk/id/eprint/3022493