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Ranking of VaR and ES models: performance in developed and emerging markets
Author Žiković, Saša (Author) Title Ranking 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 Note Obsahuje 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 Conspect 336.7 - Finance * 339 - Obchod UDC 336.7:338.124.4 * 519.862 * 339.1 Country Czech Republic Language English Owner Kladno SVK Doc. Kind Regional documents - articles References - Source document
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