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Forecasting Value at Risk using realized volatility and GARCH type models
Author(s)
Lavranou, Athina
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
1114761 bytes
Creator
Lavranou, Athina
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering