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Backtesting av VaR för OMXS30: Utvärdering av GARCH-modellers Value-at-Risk-prediktering
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
2014 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 30 p.
National Category
URN: urn:nbn:se:umu:diva-85616OAI: diva2:694714
Subject / course
Research Project, C10, Economics
Available from: 2014-02-07 Created: 2014-02-07

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Backtesting av VaR för OMXS30. -Utvärdering av GARCH-modellers Value-at-Risk-prediktering(709 kB)265 downloads
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Type fulltextMimetype application/pdf

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