Essays about: "Ludvig Hällman"
Found 1 essay containing the words Ludvig Hällman.
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1. The Rolling Window Method: Precisions of Financial Forecasting
University essay from KTH/Matematisk statistikAbstract : In this thesis we set out to study the prediction accuracy of statistical quantities related to portfolio analysis and risk management implied by a given set of historical data. The considered forecasting procedure rely on rolling-window estimates over varying horizons where the resulting empirical return distributions can be considered the corresponding stationary distributions. READ MORE
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