Sökning: "Wiktor Blad"
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1. GARCH models applied on Swedish Stock Exchange Indices
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. LÄS MER
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