title
VaRi prognoosimine mittelineaarsete autoregressiivsete volatiilsuse mudelitega
Forecasting of Value at Risk Using Nonlinear Autoregressive Volatility Models
author
Lootus, Ruudi
keywords
magistritööd
master's theses
supervisor
Staehr, Karsten
defence date
18.01.2016
language
eng
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Majandusteaduskond
School of Economics and Business Administration
department / college
Rahanduse ja majandusteooria instituut
Department of Finance and Economics
subunit
Rahanduse ja panganduse õppetool
Chair of Finance and Banking