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A study of GARCH and EVT approaches in modeling Value-at-Risk of Nordic equity markets
2018 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2018. , p. 48
Keywords [en]
Value-at-Risk, Extreme Value Theory, GARCH, Nordic markets
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-40640ISRN: JU-IHH-FÖA-1-20180633OAI: oai:DiVA.org:hj-40640DiVA, id: diva2:1221556
Subject / course
JIBS, Business Administration
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Examiners
Available from: 2018-06-20 Created: 2018-06-20 Last updated: 2018-06-20Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf