Sökning: "Thi Ngoc Huyen Nguyen"

Hittade 2 uppsatser innehållade orden Thi Ngoc Huyen Nguyen.

1. 1. Electrode modification based on electrochemical grafting with p-carboxybenzene diazonium couple with an in situ deposition of bismuth for detection of lead and cadmium using square wave anodic stripping voltammetry

   Magister-uppsats, Umeå universitet/Kemiska institutionen

   Författare :Thi Ngoc Huyen Nguyen; [2019]
   Nyckelord :;

   Sammanfattning : .... LÄS MER

3. 2. Estimation of the market risk exposure of Vietnamese banks’ portfolios using VaR approach

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ngoc Ha Dang; Thi Huyen Vi Nguyen; [2008]
   Nyckelord :Value-at-Risk; non-parametric; Market risk; Backtesting; Parametric; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : This paper analyses the effectiveness of different methods to estimate Value-at-Risk (VaR) of VN-index, proxy of a Vietnamese bank’s portfolio. Both parametric and non-parametric approaches are employed to estimate daily VaRs for two sets of data, one of those sets is 8 months behind the other. LÄS MER