Search results for "backtesting"

showing 2 items of 2 documents

Would student's t-GARCH improve VaR estimates?

2005

GARCHstudent's t-distributionbacktestingVaREWMA

researchProduct

VaR-menetelmän ennustustarkkuuden testaus sähkömarkkina-aineistolla

2001

backtestingriskienhallintaValue at Risksähkömarkkinat

researchProduct

PEPhysical Sciences and Engineering
- PE2Fundamental Constituents of Matter
  - PE2_1Theory of fundamental interactions
  - PE2_2 Phenomenology of fundamental interactions
  - PE2_3Experimental particle physics with accelerators
  - PE2_4Experimental particle physics without accelerators
  - PE2_6Nuclear, hadron and heavy ion physics
  - PE2_8Gas and plasma physics
  - PE2_5Classical and quantum physics of gravitational interactions
  - PE2_7Nuclear and particle astrophysics
  - PE2_9 Electromagnetism
  - PE2_10Atomic, molecular physics
  - PE2_11Ultra-cold atoms and molecules
  - PE2_18Equilibrium and non-equilibrium statistical mechanics: steady states and dynamics
  - PE2_14Lasers, ultra-short lasers and laser physics
  - PE2_17Metrology and measurement
  - PE2_16Non-linear physics
  - PE2_12Optics, non-linear optics and nano-optics
  - PE2_13Quantum optics and quantum information
  - PE2_15Thermodynamics
- PE1Mathematics
  - PE1_1Logic and foundations
  - PE1_6Geometry and global analysis
  - PE1_8Analysis
  - PE1_7Topology
  - PE1_9Operator algebras and functional analysis
  - PE1_10ODE and dynamical systems
  - PE1_12Mathematical physics
  - PE1_11Theoretical aspects of partial differential equations
  - PE1_13Probability
  - PE1_14Mathematical statistics
  - PE1_15Generic statistical methodology and modelling
  - PE1_4 Algebraic and complex geometry
  - PE1_19Scientific computing and data processing
  - PE1_2Algebra
  - PE1_20Control theory, optimisation and operational research
  - PE1_21Application of mathematics in sciences
  - PE1_22Application of mathematics in industry and society
  - PE1_5Lie groups, Lie algebras
  - PE1_18Numerical analysis
  - PE1_16Discrete mathematics and combinatorics
  - PE1_17Mathematical aspects of computer science
  - PE1_3Number theory
- PE3Condensed Matter Physics
  - PE3_1Structure of solids, material growth and characterisation
  - PE3_2Mechanical and acoustical properties of condensed matter, lattice dynamics
  - PE3_3Transport properties of condensed matter
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  - PE3_6Macroscopic quantum phenomena, e.g. superconductivity, superfluidity, quantum Hall effect
  - PE3_5Physical properties of semiconductors and insulators
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  - PE3_7Spintronics
  - PE3_9 Condensed matter – beam interactions (photons, electrons, etc.)
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  - PE3_13Structure and dynamics of disordered systems, e.g. soft matter (gels, colloids, liquid crystals), granular matter, liquids, glasses, defects
  - PE3_14Fluid dynamics (physics)
  - PE3_15Statistical physics: phase transitions, condensed matter systems, models of complex systems, interdisciplinary applications
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- PE5Synthetic Chemistry and Materials
  - PE5_1Structural properties of materials
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  - PE4_7Chemical instrumentation
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  - PE4_10Heterogeneous catalysis
  - PE4_9Method development in chemistry
  - PE4_11Physical chemistry of biological systems
  - PE4_15Photochemistry
  - PE4_14Radiation and Nuclear chemistry
  - PE4_16Corrosion
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  - PE4_12Chemical reactions: mechanisms, dynamics, kinetics and catalytic reactions
  - PE4_18Environment chemistry
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- PE6Computer Science and Informatics
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  - PE6_9Human computer interaction and interface, visualisation
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  - PE7_11Components and systems for applications (in e.g. medicine, biology, environment)
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- PE10Earth System Science
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  - PE10_8Oceanography (physical, chemical, biological, geological)
  - PE10_1Atmospheric chemistry, atmospheric composition, air pollution
  - PE10_4Terrestrial ecology, land cover change
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  - PE10_10Mineralogy, petrology, igneous petrology, metamorphic petrology
  - PE10_3Climatology and climate change
  - PE10_16Ozone, upper atmosphere, ionosphere
  - PE10_15Geomagnetism, palaeomagnetism
  - PE10_17Hydrology, hydrogeology, engineering and environmental geology, water and soil pollution
  - PE10_18Cryosphere, dynamics of snow and ice cover, sea ice, permafrosts and ice sheets
  - PE10_20Geohazards
  - PE10_19Planetary geology and geophysics
  - PE10_21Earth system modelling and interactions
  - PE10_14Earth observations from space/remote sensing
  - PE10_11Geochemistry, cosmochemistry, crystal chemistry, isotope geochemistry, thermodynamics
  - PE10_13Physical geography, geomorphology
  - PE10_12Sedimentology, soil science, palaeontology, earth evolution
- PE11Materials Engineering
  - PE11_2Engineering of metals and alloys
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  - PE11_3Engineering of ceramics and glasses
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  - PE11_6Engineering of carbon materials
  - PE11_7Engineering of metal oxides
  - PE11_8Engineering of alternative established or emergent materials
  - PE11_9Nanomaterials engineering, e.g. nanoparticles, nanoporous materials, 1D & 2D nanomaterials
  - PE11_10Soft materials engineering, e.g. gels, foams, colloids
  - PE11_11Porous materials engineering, e.g. covalent-organic, metal-organic, porous aromatic frameworks
  - PE11_12Semi-conducting and magnetic materials engineering
  - PE11_13Metamaterials engineering
  - PE11_14Computational methods for materials engineering
LSLife Sciences
- LS1Molecules of Life: Biological Mechanisms, Structures and Functions
  - LS1_2Biochemistry
  - LS1_1Macromolecular complexes including interactions involving nucleic acids, proteins, lipids and carbohydrates
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  - LS1_5Lipid biology
  - LS1_6Glycobiology
  - LS1_11Chemical biology
  - LS1_12Protein design
  - LS1_13Early translational research and drug design
  - LS1_14Innovative methods and modelling in molecular, structural and synthetic biology
  - LS1_10Synthetic biology
  - LS1_8Structural biology
  - LS1_9Molecular mechanisms of signalling processes
  - LS1_7Molecular biophysics, biomechanics, bioenergetics
- LS2Integrative Biology: from Genes and Genomes to Systems
  - LS2_1Genetics
  - LS2_3Epigenetics
  - LS2_2Gene editing
  - LS2_4Gene regulation
  - LS2_5Genomics
  - LS2_6Metagenomics
  - LS2_7Transcriptomics
  - LS2_8Proteomics
  - LS2_9Metabolomics
  - LS2_10Glycomics/Lipidomics
  - LS2_11Bioinformatics and computational biology
  - LS2_12Biostatistics
  - LS2_14Genetic diseases
  - LS2_16Innovative methods and modelling in integrative biology
  - LS2_13Systems biology
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- LS4Physiology in Health, Disease and Ageing
  - LS4_1Organ and tissue physiology and pathophysiology
  - LS4_4Endocrinology
  - LS4_3Physiology of ageing
  - LS4_2Comparative physiology
  - LS4_5Non-hormonal mechanisms of inter-organ and tissue communication
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  - LS4_13Other non-communicable diseases (except disorders of the nervous system and immunity-related diseases)
- LS3Cell Biology, Development, Stem Cells and Regeneration
  - LS3_4Cell junctions, cell adhesion, the extracellular matrix, cell communication
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- LS5Neuroscience and Disorders of the Nervous System
  - LS5_1Neuronal cells
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  - LS5_16Systems and computational neuroscience (e.g. modelling, simulation, brain oscillations, connectomics)
  - LS5_18Innovative methods and tools for neuroscience
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  - LS5_9Neural basis of cognition (e.g. learning, memory, attention, emotions, speech)
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  - LS6_1Innate immunity
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  - LS8_10Ecology and evolution of species interactions
  - LS8_12Microbial ecology and evolution
  - LS8_13Marine biology and ecology
  - LS8_14Ecophysiology, from organisms to ecosystems
  - LS8_15Theoretical developments and modelling in environmental biology, ecology, and evolution
- LS9Biotechnology and Biosystems Engineering
  - LS9_3Bioengineering of cells, tissues, organs and organisms
  - LS9_2Applied genetics, gene editing and transgenic organisms
  - LS9_4Microbial biotechnology and bioengineering
  - LS9_5Food biotechnology and bioengineering
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  - LS9_8Applied plant sciences, plant breeding, agroecology and soil biology
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  - LS9_1Bioengineering for synthetic and chemical biology
SHSocial Sciences and Humanities
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  - SH4_8Language learning and processing (first and second languages)
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  - SH4_9Theoretical linguistics; computational linguistics
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- SH6The Study of the Human Past
  - SH6_1Archaeological methods and theory, history of archaeology
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  - SH5_3Book studies
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  - SH5_10History of philosophy
  - SH5_11Digital humanities; digital approaches to literary studies and philosophy
  - SH5_2Theory and history of literature, comparative literature
- SH7Human Mobility, Environment, and Space
  - SH7_2Migration
  - SH7_1Human, economic and social geography
  - SH7_3Population dynamics: households, family and fertility
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  - SH7_6Environmental and climate change, societal impact and policy
  - SH7_7Cities; urban, regional and rural studies
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- SH8Studies of Cultures and Arts
  - SH8_1Kinship; diversity and identities, gender, interethnic relations
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  - SH8_5History of art and of architecture
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  - SH8_9Digital approaches to anthropology, cultural studies and art