Essays on extension of trading time and value at risk

• Author / Creator

  Asem, Ebenezer

• Subjects / Keywords

  • Stock exchanges.
  • Risk management. Econometric models.
  • Risk assessment. Econometric models.

• Graduation date

  Spring 2002

• Type of Item

  Thesis

• Degree

  Doctor of Philosophy

• DOI

  https://doi.org/10.7939/r3-tg1q-3w93

• License

  This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.