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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, 2000-2023 |
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