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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
Economics
Identifiers
URN: urn:nbn:se:umu:diva-85616OAI: oai:DiVA.org:umu-85616DiVA: diva2:694714
Subject / course
Research Project, C10, Economics
Available from: 2014-02-07 Created: 2014-02-07

Open Access in DiVA

Backtesting av VaR för OMXS30. -Utvärdering av GARCH-modellers Value-at-Risk-prediktering(709 kB)327 downloads
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File name FULLTEXT01.pdfFile size 709 kBChecksum SHA-512
b5a7e064c7e7883fc89536548668869d189c253d9495f4b1977e25075afc570983397eacc9f49bda37e6e104d70a76e0ea46616b66bcab99c052869c55320811
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
  • html
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