Applications of constrained non-parametric smoothing methods in computing financial risk
|Year of publication:||
|Authors:||Wong, Chung To|
Queensland University of Technology
|Subject:||constraint method | expected shortfall | non-parametric approach | recovery rate density | intraday volatility | risk management | value-at-risk|
|Type of publication:||Book / Working Paper|
|Type of publication (narrower categories):||Thesis|
Wong, Chung To (Charles) (2008) Applications of constrained non-parametric smoothing methods in computing financial risk. PhD thesis, Queensland University of Technology.
Faculty of Science and Technology; School of Mathematics, Science and Technology Education
Diao, Xundi, (2015)
Busse, Marc, (2014)
Walther, Thomas, (2017)
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