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Value at Risk on the Swedish stockmarket
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2014 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 49 p.
Keyword [en]
Value at Risk, GARCH, OMX, Market Risk
National Category
Economics and Business
URN: urn:nbn:se:uu:diva-225592OAI: diva2:721668
Subject / course
Educational program
Master Programme in Statistics
Available from: 2014-06-24 Created: 2014-06-04 Last updated: 2014-06-24Bibliographically approved

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Value at Risk on the Swedish stock market(626 kB)253 downloads
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Type fulltextMimetype application/pdf

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