Please use this identifier to cite or link to this item:
https://cuir.car.chula.ac.th/handle/123456789/75903
| Title: | Reverse stress testing on non-elliptical jointly distributed multivariate data |
| Other Titles: | การทดสอบภาวะวิกฤตแบบย้อนกลับสำหรับข้อมูลที่มีการแจกแจงร่วมแบบนอนอีลิปติคอล |
| Authors: | Chevincee Werawanich |
| Advisors: | Sira Suchintabandid |
| Other author: | Chulalongkorn University. Faculty of Commerce and Accountancy |
| Issue Date: | 2020 |
| Publisher: | Chulalongkorn University |
| Description: | Independent Study (M.Sc.)--Chulalongkorn University, 2020 |
| Degree Name: | Master of Science |
| Degree Level: | Master's Degree |
| Degree Discipline: | Financial Engineering |
| URI: | http://cuir.car.chula.ac.th/handle/123456789/75903 |
| URI: | http://doi.org/10.58837/CHULA.IS.2020.94 |
| metadata.dc.identifier.DOI: | 10.58837/CHULA.IS.2020.94 |
| Type: | Independent Study |
| Appears in Collections: | Acctn - Independent Studies |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 6082985326.pdf | 1.06 MB | Adobe PDF | View/Open |
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