Showing 1 - 10 of 30
Forex je najväčším trhom súčasnosti. V nasledovnom článku sa v skrátenej forme zaoberám históriou vývoja mien, začiatkami výmeny jednotlivých platidiel medzi sebou a ich väzbou na drahé kovy. Cieľom článku je analýza súčasného obchodovania so zahraničnými menami a...
Persistent link: https://www.econbiz.de/10009395263
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated …-covariance method for VaR estimation were investigated. Performance of all approaches was evaluated using seven performance criteria … 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
Persistent link: https://www.econbiz.de/10000768374
Persistent link: https://www.econbiz.de/10000769922
Persistent link: https://www.econbiz.de/10003976861
Persistent link: https://www.econbiz.de/10003383325
Persistent link: https://www.econbiz.de/10002536923
Persistent link: https://www.econbiz.de/10001235891
Persistent link: https://www.econbiz.de/10001075824
Persistent link: https://www.econbiz.de/10009303895