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: 02 Oct 2021 07:13
DOI: 10.17638/03022493
Supervisors:
  • McCabe, Brendan
URI: https://livrepository.liverpool.ac.uk/id/eprint/3022493