Browsing Master's theses (SV-HH 2008-2017) by Author "Villegas, Eduardo"
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A survey of risk and ambiguity: an application to the GARCH(1,1) model with exchange rate data.
Villegas, Eduardo (Masteroppgave/UIS-SV-HH/2012;, Master thesis, 2012)The assumption of normality in many risk management models is not always representative of the sample distribution at hand. Applying a uniform approach to a non-uniform population can produce biased and unreliable estimators ...