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  1. 1
    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
  2. 2
    Optimal portfolio allocation with real assets : a Finnish perspective

    Optimal portfolio allocation with real assets : a Finnish perspective by Parviainen, Teemu, kirjoittaja

    Published 2017
    JYX-julkaisuarkisto / JYX Digital Archive
    Master's thesis
  3. 3
    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
  4. 4
    Would student's t-GARCH improve VaR estimates?

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

    Published 2005
    Get full text Get full text
    Master's thesis
  5. 5
    Optimal portfolio allocation with real assets : a Finnish perspective

    Optimal portfolio allocation with real assets : a Finnish perspective by Parviainen, Teemu

    Published 2017
    Get full text Get full text
    Master's thesis
  6. 6
    Government bonds and credit risk : an assesment of diversification and a safe asset in the euro area

    Government bonds and credit risk : an assesment of diversification and a safe asset in the euro area by Touvras, Alexandros

    Published 2019
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    Master's thesis
  7. 7
    Suomen valtion takausportfolion ja osakeomistusten riskit

    Suomen valtion takausportfolion ja osakeomistusten riskit by Jantunen, Atte

    Published 2021
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    Master's thesis
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