Sökning: "Arvid Nybrant"
Hittade 2 uppsatser innehållade orden Arvid Nybrant.
1. On Robust Forecast Combinations With Applications to Automated Forecasting
Master-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : Combining forecasts have been proven as one of the most successful methods to improve predictive performance. However, while there often is a focus on theoretically optimal methods, this is an ill-posed issue in practice where the problem of robustness is of more empirical relevance. LÄS MER
2. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : Value at Risk has over the last couple of decades become one of the most widely used measures of market risk. Several methods to compute this measure have been suggested. LÄS MER
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