• A New Quantile Regression Model to forecast one-day-ahead Value-at-Risk 

      Steine, Sturla Aavik; Eliassen, Markus Thorsø (Master thesis, 2014)
      This master thesis focuses on the problem of forecasting volatility and Value-at-Risk (VaR) in the nancial markets. There are numerous methods for calculating VaR. However, research in this area has not currently reached ...