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Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Author Aloui, Chaker (Author) Title Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models / Chaker Aloui, Hela Ben Hamida Other author Ben Hamida, Hela (Author) Phys.des. 1 ilustrace Note Obsahuje poznámky v textu a reference Source document Finance a úvěr. -- Roč. 65, č. 1 (2015), s. 30-54 Subj. Headings ekonometrické modely * tržní ekonomika * finanční rizika Conspect 336.7 - Finance UDC 519.862 * 339.1 * 336.7:330.131.7 Country Czech Republic Language English Owner Kladno SVK Doc. Kind Regional documents - articles References - Source document
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