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Search: subject:"Basel III standard"
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The quantum harmonic oscillator expected shortfall model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de Economía
50
(
2023
)
2
,
pp. 233-261
estimate market risk in banks and other financial institutions according to
Basel
III
standard
. Predictions of the model agree …
Persistent link: https://www.econbiz.de/10014485992
Saved in:
2
The quantum harmonic oscillator expected shortfall model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de economía
50
(
2023
)
2
,
pp. 233-261
estimate market risk in banks and other financial institutions according to
Basel
III
standard
. Predictions of the model agree …
Persistent link: https://www.econbiz.de/10014450737
Saved in:
3
A new semiparametric mirrored historical simulation value-at-risk model
Radivojević, Nikola
;
Filipović, Luka
;
Brzaković, …
- In:
Romanian journal of economic forecasting
23
(
2020
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10012421878
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