100% satisfaction guarantee Immediately available after payment Both online and in PDF No strings attached
logo-home
Previously searched by you
Previously searched by you
logo
Summary - Forecasting with GARCH, Value at Risk $3.23
Add to cart
Quickly navigate to
Preview
  2.  
  3. Vrije Universiteit Amsterdam (VU)
  4.  
  5. Empirical Finance

Summary

Summary - Forecasting with GARCH, Value at Risk

 199 views  0 purchase
  • Course
  • Empirical Finance
  • Institution
  • Vrije Universiteit Amsterdam (VU)
  • Book
  • Introductory Econometrics for Finance

This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summar...

[Show more]

Preview 4 out of 12  pages

Document information

  • Unknown
  • December 8, 2017
  • 12
  • 2017/2018
  • Summary

Subjects

  • summary empirical finance
  • value at risk
  • forecasting
  • garch model
  • derivation of garch
  • evaluation
  • vrije university
  • vu university
  • opschoor
  • criticism of the value at risk
  • msc finance

Connected book

book image

Book Title:

Author(s):

  • Edition:
  • ISBN:
  • Edition:

More summaries for

  • Summary - ARMA Basics
  • Summary - AR(1), MA(1), ARMA(2,1) step by step
  • Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
All for this textbook (9)

Written for

  • Vrije Universiteit Amsterdam (VU)
  • Msc Finance
  • Empirical Finance
All documents for this subject (15)

Seller

avatar-seller
claudiughiuzan

Reviews received

The benefits of buying summaries with Stuvia:

Guaranteed quality through customer reviews

Guaranteed quality through customer reviews

Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.

Quick and easy check-out

Quick and easy check-out

You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.

Focus on what matters

Focus on what matters

Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!

Frequently asked questions

What do I get when I buy this document?

You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.

Satisfaction guarantee: how does it work?

Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.

Who am I buying these notes from?

Stuvia is a marketplace, so you are not buying this document from us, but from seller claudiughiuzan. Stuvia facilitates payment to the seller.

Will I be stuck with a subscription?

No, you only buy these notes for $3.23. You're not tied to anything after your purchase.

Can Stuvia be trusted?

4.6 stars on Google & Trustpilot (+1000 reviews)

56326 documents were sold in the last 30 days

Founded in 2010, the go-to place to buy study notes for 14 years now

Start selling
$3.23
  • (0)
Add to cart
Added