Suggested Topics within your search.
Showing 1 - 3 results of 3 for search '', query time: 0.01s Refine Results
  1. 1
    Would student's t-GARCH improve VaR estimates?

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

    Published 2005
    Get full text
    Master's thesis
  2. 2
    Would student's t-GARCH improve VaR estimates?

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

    Published 2005
    Master's thesis
  3. 3
    Forecasting accuracy of some popular Value-at-risk models : empirical comparison of backtesting methods

    Forecasting accuracy of some popular Value-at-risk models : empirical comparison of backtesting methods by Harju, Jussi

    Published 2006
    Master's thesis
Search Tools: RSS Feed