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Browsing Department of Statistics (ETDs) by Title

Browsing Department of Statistics (ETDs) by Title

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  • Potgieter, Gert Diedericks Johannes (1999)
    The brightness of many stars vary over time. A plot of the brightness against time is known as a light curve. The fall and rise times of the light curve can be modelled by two cross-correlated white noise processes. We ...
  • Stander, Yolanda Sophia (2006)
    In this dissertation we take a closer look at how copulas can be used to improve the risk measurement at a financial institution. The focus is on market risk in a trading environment. In practice risk numbers are calculated ...

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