Would student's t-GARCH improve VaR estimates?

Bibliographic Details
Main Author:	Mohamed, Abdelazim
Other Authors:	Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, University of Jyväskylä, Jyväskylän yliopisto
Format:	Master's thesis
Language:	eng
Published:	2005
Subjects:	VaR EWMA GARCH student's t-distribution backtesting Kansantaloustiede Economics 2041
Online Access:	https://jyx.jyu.fi/handle/123456789/8675

Would student's t-GARCH improve VaR estimates? by Mohamed, Abdelazim

Published 2005

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Master's thesis