Showing 1 - 7 results of 7 for search '"backtesting"', query time: 0.02s Refine Results
  1. 1

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

    Published 2001
    Subjects:
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    Master's thesis
  2. 2

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

    Published 2006
    Subjects:
    Master's thesis
  3. 3

    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? by Mohamed, Abdelazim

    Published 2005
    Subjects:
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    Master's thesis
  5. 5
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