Essays on Risk in International Financial Markets

Mathematics

• Copula 100%
• Value at Risk 100%
• Forecasting 80%
• Order 60%
• Variance 60%
• Stochastic Volatility Model 60%
• Constant 40%
• Nonlinear 20%
• Complete 20%
• Selection 20%
• Risk Model 20%
• Satisfying 20%
• Marginal Distribution 20%
• Dominates 20%
• Linear Dependence 20%
• Bivariate 20%

Economics, Econometrics and Finance

• International Financial Market 100%
• Volatility 87%
• Stock 50%
• Measure of Dispersion 37%
• ARCH Model 25%
• Financial Market 12%
• Portfolio Selection 12%
• Regime Switching 12%
• Generalized Autoregressive Conditional Heteroskedasticity 12%