What is the value of value-at-risk after all?: A conditional approach using quantile regressions
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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| Format: | masterThesis |
| Language: | eng |
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2013
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| Online Access: | http://hdl.handle.net/10362/9475 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/9475 |
| Summary: | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics |
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