Essays about: "Medjit Yalmaz Kadir"
Found 1 essay containing the words Medjit Yalmaz Kadir.
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1. Evaluation of Value-at-Risk Models During Volatility Clustering
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In the light of the financial crisis of 2008, risk management has become one of the most important topics in the financial world. This study applies five different VaR approaches, normal distribution, student’s t distribution, historical simulation, age weighted historical simulation and volatility weighted historical simulation under three different sample windows. READ MORE
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