Blar i AURA på forfatter "Jore, Dan Wiggo"

Viser treff 1-1 av 1

    • The performance of Value-at-Risk models on the OBX index 

      Jore, Dan Wiggo (Master thesis, 2013)
      The measuring of risk has become one of the main fields in finance during the last two decades. Value-at-Risk (VaR) has become one of the most important risk measures and is widely used for numerous applications. This ...