Comparison of historical and garch volatility models in value-at-risk estimation

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorSeppä, Tatu
dc.contributor.departmentLaskentatoimen ja rahoituksen laitosfi
dc.contributor.departmentDepartment of Accounting and Financeen
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T14:32:23Z
dc.date.available2020-11-17T14:32:23Z
dc.date.issued2005
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/57342
dc.identifier.urnURN:NBN:fi:aalto-2020111716195
dc.language.isoenen
dc.programme.majorFinancefi
dc.rights.accesslevelclosedAccess
dc.subject.keywordRahoitusfi
dc.subject.keywordKurssivaihtelutfi
dc.subject.keywordRiskifi
dc.subject.keywordMallitfi
dc.titleComparison of historical and garch volatility models in value-at-risk estimationen
dc.type.okmG2 Pro gradu, diplomityö
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis
local.aalto.digiauthask
local.aalto.digifolderAalto_47689
local.aalto.idthes9844
local.aalto.openaccessno
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