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Forecasting Value at Risk with Historical and Filtered Historical Simulation Methods

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119756

Identifer	oai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-119756
Date	January 2009
Creators	Piroozfar, Ghashang
Publisher	Uppsala University, Department of Mathematics
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, text
Relation	U.U.D.M. project report ; 15