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| dc.contributor.advisor | Barro, Diana | it_IT |
| dc.contributor.author | Manfe', Gianluca <1994> | it_IT |
| dc.date.accessioned | 2019-02-18 | it_IT |
| dc.date.accessioned | 2019-06-11T08:40:56Z | |
| dc.date.available | 2019-06-11T08:40:56Z | |
| dc.date.issued | 2019-03-22 | it_IT |
| dc.identifier.uri | http://hdl.handle.net/10579/14218 | |
| dc.description.abstract | The aim of the paper is to accomplish a literature review with regard to different approaches to volatility and Value-at-Risk forecasting. In particular, the attention will focus on time series models that exploit the increasing availability and informative power of high-frequency information. Afterwards, an empirical analysis concerning VaR forecast is carried out | it_IT |
| dc.language.iso | en | it_IT |
| dc.publisher | Università Ca' Foscari Venezia | it_IT |
| dc.rights | © Gianluca Manfe', 2019 | it_IT |
| dc.title | Value-at-Risk forecasting using high-frequency data | it_IT |
| dc.title.alternative | Forecasting Value-at-Risk using high frequency data | it_IT |
| dc.type | Master's Degree Thesis | it_IT |
| dc.degree.name | Sviluppo economico e dell'impresa | it_IT |
| dc.degree.level | Laurea magistrale | it_IT |
| dc.degree.grantor | Dipartimento di Economia | it_IT |
| dc.description.academicyear | 2017/2018, sessione straordinaria | it_IT |
| dc.rights.accessrights | openAccess | it_IT |
| dc.thesis.matricno | 849688 | it_IT |
| dc.subject.miur | SECS-P/05 ECONOMETRIA | it_IT |
| dc.description.note | The aim of the paper is to accomplish a literature review with regard to different approaches to volatility and Value-at-Risk forecasting. In particular, the attention will focus on time series models that exploit the increasing availability and informative power of high-frequency information. Afterwards, an empirical analysis concerning VaR forecast is carried out. | it_IT |
| dc.degree.discipline | it_IT | |
| dc.contributor.co-advisor | it_IT | |
| dc.date.embargoend | it_IT | |
| dc.provenance.upload | Gianluca Manfe' (849688@stud.unive.it), 2019-02-18 | it_IT |
| dc.provenance.plagiarycheck | Diana Barro (d.barro@unive.it), 2019-03-04 | it_IT |
