• 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 ...