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Subject: Implied Volatility Subject: GARCH Document Type: Tesis Language: Inglés

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Title: Modeling volatility: an assessment of the value at risk approach
Author: Vieira, Joana Bruno
Language: Inglés
Repository: 73
Subject: Value at risk / Volatility / GARCH / Backtesting

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Title: Volatility modeling based on garch-skewed-t-type models for chinese stock market
Author: Fei Lin
Language: Inglés
Repository: 73
Subject: Value at Risk / Volatility / GARCH / Mercado de ações / Risco financeiro / Modelos VAR / Volatilidade / Modelos GARCH / China / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C15 / G17 / C Mathematical and quantitative methods / G Financial economics

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