Skip navigation
Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp012z10ws40h
Title: Modeling Risk in Commodity Markets: A Comparison of GARCH and GPD-based Copulas
Authors: Stapleton, Kelly R.
Advisors: Cheridito, Patrick
Department: Operations Research and Financial Engineering
Class Year: 2009
Extent: 58 Pages
Other Identifiers: 22998
URI: http://arks.princeton.edu/ark:/88435/dsp012z10ws40h
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

Files in This Item:
There are no files associated with this item.


Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.