Nonparametric Estimation and Backtesting of Financial Risk Measures.

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dc.contributor.advisorPeter Bloomfield, Chair
dc.contributor.advisorSujit Ghosh, Member
dc.contributor.advisorDenis Pelletier, Member
dc.contributor.advisorDavid Dickey, Member
dc.contributor.authorNihlani, Kiran
dc.date.accepted2020-10-19
dc.date.accessioned2020-10-22T12:30:42Z
dc.date.available2020-10-22T12:30:42Z
dc.date.defense2020-07-23
dc.date.issued2020-07-23
dc.date.released2020-10-22
dc.date.reviewed2020-07-29
dc.date.submitted2020-07-28
dc.degree.disciplineStatistics
dc.degree.leveldissertation
dc.degree.nameDoctor of Philosophy
dc.descriptionNorth Carolina State University Theses Statistics.
dc.formatPh.D. North Carolina State University, 2020.
dc.identifier.otherdeg22479
dc.identifier.urihttps://www.lib.ncsu.edu/resolver/1840.20/38289
dc.titleNonparametric Estimation and Backtesting of Financial Risk Measures.
dcterms.extent1 online resource (x, 71 pages) : illustrations

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