Browsing Student essays / Studentuppsatser by Author "Bab’yak, Vladyslava"
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CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors
Bab’yak, Vladyslava (2023-06-29)The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, ...