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0396091 - NHÚ 2014 RIV CZ eng J - Journal Article
Žiković, S. - Filer, Randall K.
Ranking of VaR and ES models: performance in developed and emerging markets.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 63, č. 4 (2013), s. 327-359. ISSN 0015-1920. E-ISSN 0015-1920
Institutional support: RVO:67985998
Keywords : ranking * value at risk * expected shortfall
Subject RIV: AH - Economics
Impact factor: 0.358, year: 2013
http://journal.fsv.cuni.cz/storage/1279_327-359-filer.pdf
Permanent Link: http://hdl.handle.net/11104/0224093