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- 1.0367997 - NHÚ 2012 CZ eng I - Internal Report
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.
Institutional research plan: CEZ:AV0Z70850503
Keywords : ranking of models * value at risk * expected shortfall
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0202480