1 – 10 of 15
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2023
-
Mark
Into the Trading Book: Estimating Expected Shortfall
(
- Master (One yr)
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
- 2022
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
- 2020
-
Mark
A comparative study of VaR and ES using extreme value theory
(
- Bach. Degree
- 2019
-
Mark
A Comparison of Some Value-at-Risk Validation Methods
(
- Master (Two yrs)
- 2017
-
Mark
Are GARCH models necessary for Expected Shortfall?
(
- Bach. Degree
- 2016
-
Mark
An Empirical Analysis of the Influence of Jump Dynamics on Value-at-Risk Estimation
(
- Master (Two yrs)
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
(
- Master (Two yrs)
- 2015
-
Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
(
- Master (One yr)
- 2012
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree