Browsing by Subject Quantile regression
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) | Type | Access Type |
| 2015 | Balancing a growing public debt and economic growth: The case of the EU-15 | Simões, Ricardo José Alves | Master Thesis | Open Access |
| 14-Dec-2020 | A comparative evaluation of VaR models using Monte Carlo simulations | Gomes, Diogo Filipe Meireles | Master Thesis | Open Access |
| 2014 | Credit VaR and VaR in credit default swaps | Rodrigues, Sofia Bernardo | Doctoral Thesis | Open Access |
| 2015 | The empirical determinants of credit default swap spreads: a quantile regression approach | Pires, P.; Pereira, J.; Martins, L. F. | Article | Embargoed Access |
| 22-Nov-2016 | Essays on the portuguese labour market: the effects of flexibility at the margin | Silva, Marta | Doctoral Thesis | Open Access |
| 22-Sep-2025 | Measuring and managing the Value-at-Risk of a stocks and bonds portfolio | Celestine, Obiora Chikodili | Master Thesis | Open Access |
| 8-Jul-2020 | Measuring systemic risk in the Southeast Asian banking system: A CoVaR approach | Jónatas, Teresa Silva Galhardo Dutra | Master Thesis | Open Access |
| 2013 | Modeling Portuguese water demand with quantile regression | Cardoso, Maria Leonor Bandeira de Melo Barreiros | Master Thesis | Open Access |
| 2024 | Predicting tail risks and the evolution of temperatures | Phella, A.; Gabriel, V. J.; Martins, L. F. | Article | Embargoed Access |
