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Ranking of VaR and ES models: performance in developed and emerging markets
- 1.Žiković, S., Filer, R. K. Ranking of VaR and ES models: performance in developed and emerging markets. Finance a úvěr-Czech Journal of Economics and Finance. 2013, 63(4), 327-359. ISSN 0015-1920. E-ISSN 0015-1920. Dostupné z: http://journal.fsv.cuni.cz/storage/1279_327-359-filer.pdf
Počet záznamů: 1