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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
    VaR-menetelmän ennustustarkkuuden testaus sähkömarkkina-aineistolla

    VaR-menetelmän ennustustarkkuuden testaus sähkömarkkina-aineistolla by Voutilainen, Mikko

    Published 2001
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    Master's thesis
  3. 3
    VaR-menetelmän ennustustarkkuuden testaus sähkömarkkina-aineistolla

    VaR-menetelmän ennustustarkkuuden testaus sähkömarkkina-aineistolla by Voutilainen, Mikko

    Published 2001
    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
    Master's thesis
  5. 5
    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
  6. 6
    Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds

    Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds by Kontoniemi, Henri

    Published 2017
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    Master's thesis
  7. 7
    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
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