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Ranking of VaR and ES models: performance in developed and emerging markets

  1. Author Žiković, Saša (Author)
    TitleRanking of VaR and ES models: performance in developed and emerging markets / Saša Žikovič, Randall K. Filer
    Other author Filer, Randall Keith (Author)
    Phys.des.1 příloha
    NoteObsahuje poznámky v textu a reference
    Source document Finance a úvěr. -- Roč. 63, č. 4 (2013), s. 327-359
    Subj. Headings finanční krize * ekonometrické modely - model VaR - model ES - modely GARCH * tržní ekonomika - řízení rizik - teorie extrémních hodnot
    Conspect336.7 - Finance * 339 - Obchod
    UDC336.7:338.124.4 * 519.862 * 339.1
    CountryCzech Republic
    LanguageEnglish
    OwnerKladno SVK
    Doc. KindRegional documents - articles
    References - Source document
Number of the records: 1  

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