Blar i UiS Brage på forfatter "Pettersen, Tor Erik P."
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Studying Value-at-Risk in Equity Markets
Epland, Bjørnar; Pettersen, Tor Erik P. (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-14)Value-at-Risk, in financial risk management, is a central method for estimating and controlling risk exposure for financial institutions. Challenges with current VaR methods is that its imprecise, especially under times ...