Browsing Studentoppgaver (TN-ISØP) by Author "Mathisen, Thomas Storbakk"
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Applying GARCH in value-at-risk estimation of market risk
Mathisen, Thomas Storbakk (Master thesis, 2017-06-14)This thesis tests the correlation between four commodities and eight stocks of companies consuming or producing the commodities. The commodities include oil, gas, salmon and aluminum, while the stocks are Statoil, Seadrill, ...