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Comparing Expected Shortfall forecasts by using Filtered Historical Simulation combined with a HEAVY or GARCH model Bachelor Thesis
Ing, W.C.T. (Walter)
July 2017 -
Ultimate Records in Athletics using Extreme Value Theory Bachelor Thesis
Gruisen, A.R.J. (Alexander)
July 2017 -
Tail risk and the prediction of stock returns Bachelor Thesis
Pater, I.I. de (Ingeborg)
July 2017 -
Efficient Portfolio Selection in a Large Market Bachelor Thesis
Hop, H. (Herbert)
July 2017 -
A Ridge Approach for MIDAS Models Bachelor Thesis
Wiggers, C.J. (Corné)
July 2017 -
Modelling heterogeneity in rank-ordered data Bachelor Thesis
Vijfwinkel, C.P. (Christian)
July 2017 -
Efficient estimation of large scale Markowitz portfolios Bachelor Thesis
Buter, D.A. (Dylan)
July 2017 -
Monotonicity and Currency Carry Trades: The Implications for Uncovered Interest Rate Parity and Expected Shortfall Bachelor Thesis
Gruson, D.A. (Daan)
August 2017