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author Mohamed, Abdelazim
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics University of Jyväskylä Jyväskylän yliopisto
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spellingShingle Mohamed, Abdelazim Would student's t-GARCH improve VaR estimates? VaR EWMA GARCH student's t-distribution backtesting Kansantaloustiede Economics 2041
title Would student's t-GARCH improve VaR estimates?
title_full Would student's t-GARCH improve VaR estimates?
title_fullStr Would student's t-GARCH improve VaR estimates? Would student's t-GARCH improve VaR estimates?
title_full_unstemmed Would student's t-GARCH improve VaR estimates? Would student's t-GARCH improve VaR estimates?
title_short Would student's t-GARCH improve VaR estimates?
title_sort would student s t garch improve var estimates
title_txtP Would student's t-GARCH improve VaR estimates?
topic VaR EWMA GARCH student's t-distribution backtesting Kansantaloustiede Economics 2041
topic_facet 2041 EWMA Economics GARCH Kansantaloustiede VaR backtesting student's t-distribution
url https://jyx.jyu.fi/handle/123456789/8675 http://www.urn.fi/URN:NBN:fi:jyu-2005420
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