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Obsahom článku je hodnotenie novej úrovne efektívnosti terajšieho vývoja efektívnosti využívania produktívnych faktorov globálneho hospodárstva. Úvodné časti sú venované teoretickým aspektom skúmania, najmä teóriám Friedricha von Hayeka a Josepha Schumpetera. Osobitný...
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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...
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