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Comparison of approaches for value-at-risk estimation of foreign exchange portfolios
Rimarčík, Marián - In: Politická ekonomie 2005 (2005) 3, pp. 323-336
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated. Random sample of 1000 foreign exchange portfolios consisting of positions in EUR and USD with CZK as a base currency was considered. Since foreign exchange portfolio consists of...
Persistent link: https://www.econbiz.de/10005036597
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Energetika ázijských krajín na príklade Číny a Indie
Glavatskikh, Maria - In: Almanach (Actual Issues in World Economics and Politics) 4 (2009) 1, pp. 132-138
rastúce množstvo a novú kvalitu hráčov. K tradičným centrám sily sa pripojili Čína a India. Dynamický rast Čínskej a Indickej … ekonomiky za posledné roky prispel k rastu výroby a spotreby ropy. Tak, Čína a India mali podiel na svetovej spotrebe ropy v …
Persistent link: https://www.econbiz.de/10008682049