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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
Identifiers
URN: urn:nbn:se:uu:diva-225592OAI: oai:DiVA.org:uu-225592DiVA: diva2:721668
Subject / course
Statistics
Educational program
Master Programme in Statistics
Supervisors
Examiners
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)534 downloads
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1a21609c2a82b853e2fa4bf9e5869567e1d778d4e32694965a7ac0650c48cdb4b9722ea6c4742f41b76f15da44a5216baf8a10a02434c1d84b5011217d8fbd18
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association
  • 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
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