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2020
Mark Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
Hedman, Fredrik ^LU and Håkansson, Emil ^LU (2020) NEKN02 20201
Department of Economics
- Master (One yr)
2019
Mark Expected Shortfall Estimation
Boehm, Kristina ^LU (2019) NEKN02 20191
Department of Economics
- Master (One yr)
2013
Mark Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
Thorselius, Elsa ^LU (2013) EXTM10 20131
Department of Economics
- Master (Two yrs)