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  1. 1
    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
    Subjects:
    Master's thesis
  2. 2
    Ehdollisten varianssimallien ennustekyky

    Ehdollisten varianssimallien ennustekyky by Saaristo, Pekka

    Published 2004
    Subjects:
    Master's thesis
  3. 3
    Would student's t-GARCH improve VaR estimates?

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

    Published 2005
    Subjects:
    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
    Subjects:
    Get full text
    Master's thesis
  5. 5
    Would student's t-GARCH improve VaR estimates?

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

    Published 2005
    Subjects:
    Get full text Get full text
    Master's thesis
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