Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets
Year of publication: |
2006
|
---|---|
Authors: | Devjak, Srečko ; Grum, Andraž |
Published in: |
Prague Economic Papers. - Vysoká Škola Ekonomická v Praze, ISSN 1210-0455. - Vol. 2006.2006, 4, p. 364-373
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | skewness | risk management | value at risk | bank | yield propability distribution function | risk aversion |
-
Should Bank Stress Tests Be Fair?
Glasserman, Paul, (2022)
-
The Dynamics of Operational Loss Clustering
Chernobai, Anna, (2011)
-
Calculating systemic risk capital: A factor model approach
Avramidis, Panagiotis, (2015)
- More ...
-
Entering the euro system : banking system experience in Slovenia
Devjak, Srečko, (2009)
-
Third moment of yield probability distributions for instruments on Slovenian financial markets
Devjak, Srečko, (2006)
-
Commercial bank loans estimation in Slovenia with special emphasize on value added tax introduction
Grum, Andraž, (2004)
- More ...