Blar i Brage NMBU på forfatter "Alvik, Øyvind"
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Value-at-Risk forecasting with different quantile regression models
Alvik, Øyvind (Master thesis, 2016-08-22)Forecasting volatility and Value-at-Risk (VaR) are popular topics of study in econometrical finance. Their popularity can likely be attributed to the statistical challenges related to producing reliable VaR estimates across ...