VaR Prediction with Markov-Switching GARCH Models in Commodity Futures

  • Eyal Ran Tadmor

Student thesis: MA Thesis

Date of Award15 Dec 2021
Original languageAmerican English
Awarding Institution
  • Department of Mathematics
SupervisorRom Aviv (Roman Muraviev) (Supervisor) & Simcha (Simi) Haber (Supervisor)

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