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Testing for Unit Root Processes for South American Countries
(2016-02-18)
In this thesis, we aim to test the Purchasing Power Parity (PPP) hypothesis
on data from ten di erent South American countries, using di erent statistical
methods. We begin by testing the hypothesis using the standard ...
Value-at-Risk and Expected Shortfall - Managing risk for an equity portfolio
(2014-06-24)
This thesis intends to examine a risk measure used for estimating a potential future loss. The risk measure Value-at-Risk, is widely used throughout the world of financial risk management. We will examine different approaches ...