Application of Nonparametric Quantile Regression to Estimating Value at Risk.

Show full item record

Title: Application of Nonparametric Quantile Regression to Estimating Value at Risk.
Author: Li, Wanying
Advisors: Peter Bloomfield, Chair
Sastry Pantula, Member
Huixia Wang, Member
Denis Pelletier, Member
Date: 2011-10-10
Degree: Doctor of Philosophy
Discipline: Statistics
URI: http://www.lib.ncsu.edu/resolver/1840.16/7408


Files in this item

Files Size Format View
etd.pdf 9.345Mb PDF View/Open

This item appears in the following Collection(s)

Show full item record