Dynamic extreme value models for finance
When modelling financial data, it is important to be able to capture when anomalies happen. Being able to forecast that a certain stock price will plummet or rise beyond the normal range of fluctuations is important for risk management, portfolio management and options trading. Since forecasting can...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2024
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| Online Access: | https://hdl.handle.net/10356/175184 |