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Backtesting, Extreme Value Theory (EVT), Financial Risk Management (FRM), GARCH Models, Peak-Over-Threshold (POT) and Value-at-Risk (VaR) (1)
backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests (1)
GARCH Models, Volatility clustering, forecasting volatility, Leverage effect, Value-at-Risk (1)
residential insurance, christchurch earthquakes, natural disaster, multinomial logistic regression (1)
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