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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
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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