Essays about: "Yugam Sharma"
Found 1 essay containing the words Yugam Sharma.
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1. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. READ MORE
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