Essays about: "Forecasting and risk measures"
Showing result 1 - 5 of 19 essays containing the words Forecasting and risk measures.
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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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2. Volatility forecasting on global stock market indices : Evaluation and comparison of GARCH-family models forecasting performance
University essay from Umeå universitet/NationalekonomiAbstract : Volatility is arguably one of the most important measures in financial economics since it is often used as a rough measure of the total risk of financial assets. Many volatility models have been developed to model the process, where the GARCH-family models capture several characteristics that are observed in financial data. READ MORE
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3. Volatility Forecasting Performance of GARCH Models : A Study on Nordic Indices During COVID-19
University essay from Umeå universitet/NationalekonomiAbstract : Volatility forecasting is an important tool in financial economics such as risk management, asset allocation and option pricing since an understanding of future volatility can help professional and private investors minimize their losses. The purpose of this paper is to investigate the volatility forecasting performance of symmetric and asymmetric GARCH models on Nordic indices during COVID-19. READ MORE
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4. Volatility Forecasting Performance : An evaluation of GARCH-class models
University essay from Umeå universitet/NationalekonomiAbstract : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. READ MORE
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5. Virus yellows in sugar beets in Sweden and Europe
University essay from SLU/Dept. Of Plant BiologyAbstract : This thesis describes virus yellows in sugar beets and converse both older and new knowledge about the viruses, vector and host relations and the control measures against the disease. The aim is to explore new potential control measures and to predict how the disease may affect agriculture in the future. READ MORE
