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051110s2005 fi |||||sm |||||||eng|| |
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|a 973484
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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.
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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 49 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 tietokonekäyttöinen
|b c
|2 rdamedia
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| 338 |
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|a verkkoaineisto
|b cr
|2 rdacarrier
|
| 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
|
| 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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| 856 |
4 |
0 |
|u http://urn.fi/URN:NBN:fi:jyu-2005420
|u URN:NBN:fi:jyu-2005420
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| 999 |
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|c 973484
|d 973484
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