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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
volatility. It also achieves perfect coverage (95 %) and the highest correlation between risk measure and absolute value of the …
Persistent link: https://www.econbiz.de/10005036597
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Determinanty integrácie akciových trhov krajín V4
Baumöhl, Eduard - In: Politická ekonomie : teorie, modelování, aplikace 62 (2014) 3, pp. 347-365
Persistent link: https://www.econbiz.de/10010415498