Change search
ReferencesLink to record
Permanent link

Direct link
The Use of Importance Sampling in Bootstrap Simulations and in Moving Block Bootstrap Simulations for Efficient VaR Estimations
Umeå University, Faculty of Science and Technology, Department of Physics.
2013 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Användningen av importance sampling i bootstrap simuleringar och moving block bootstrap simuleringar för effektiva VaR-skattningar (Swedish)
Place, publisher, year, edition, pages
National Category
URN: urn:nbn:se:umu:diva-66587OAI: diva2:607754
Subject / course
Examensarbete i teknisk fysik
Educational program
Master of Science Programme in Engineering Physics
Physics, Chemistry, Mathematics
Available from: 2013-06-03 Created: 2013-02-25 Last updated: 2013-06-03Bibliographically approved

Open Access in DiVA

Examensarbete(2092 kB)567 downloads
File information
File name FULLTEXT01.pdfFile size 2092 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Department of Physics

Search outside of DiVA

GoogleGoogle Scholar
Total: 567 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 123 hits
ReferencesLink to record
Permanent link

Direct link