Počet záznamů: 1
Ranking of VaR and ES models: performance in developed and emerging markets
- 1.0367997 - NHÚ 2012 CZ eng I - Interní tisk
Žiković, S. - Filer, Randall K.
Ranking of VaR and ES models: performance in developed and emerging markets.
Praha: Charles University, Center for Economic Research and Graduate Education : Academy of Sciences of the Czech Republic, Economics Institute, 2011. 43 s. CERGE-EI Research Seminar Series, December 2, 2011.
Výzkumný záměr: CEZ:AV0Z70850503
Klíčová slova: ranking of models * value at risk * expected shortfall
Kód oboru RIV: AH - Ekonomie
Trvalý link: http://hdl.handle.net/11104/0202480
Počet záznamů: 1