Forecasting accuracy of some popular Value-at-risk models empirical comparison of backtesting methods

Bibliographic Details
Main Author: Harju, Jussi
Format: Master's thesis
Language:eng
Published: Jyväskylä, 2006.
Subjects:
Online Access:https://jyu.finna.fi/Record/jykdok.1005048
Description
Physical Description:101 sivua