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20210226145249.0 |
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070208s2005 fi ||||||m |||||||eng|| |
| 035 |
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|a 1005040
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| 041 |
0 |
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|a eng
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| 100 |
1 |
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|a Mohamed, Abdelazim Reffat.
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| 245 |
1 |
0 |
|a Would student's t-GARCH improve VaR estimates? /
|c Abdelazim Reffat Mohamed.
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| 260 |
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|a Jyväskylä,
|c 2005.
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| 300 |
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|a 52 sivua
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| 336 |
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|a teksti
|b txt
|2 rdacontent
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| 337 |
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|a käytettävissä ilman laitetta
|b n
|2 rdamedia
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| 338 |
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|a nide
|b nc
|2 rdacarrier
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| 509 |
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|a Pro gradu -työ :
|c Jyväskylän yliopisto, taloustieteiden tiedekunta, kansantaloustiede.
|9 2041.
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| 579 |
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|a XLUETTELOITU
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| 653 |
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|a VaR
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| 653 |
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|a EWMA
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| 653 |
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|a GARCH
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| 653 |
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|a student's t-distribution
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| 653 |
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|a backtesting
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| 999 |
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|c 1005040
|d 1005040
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| 952 |
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|b KANAVUORI
|c 609
|o TAL Gradu Mohamed
|9 1
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