This paper aims to analyze the most relevant methods to determine the financial capacity of innovation projects and identify potential ways of their improvement. The research helped to propose an alternative methodology to assess the financial capacity of innovation projects by charting an...

The aim of the presented study was to assess the quality of VaR forecasts in various states of the economic situation. Two approaches based on the extreme value theory were compared: Block Maxima and the Peaks Over Threshold. Forecasts were made on the daily closing prices of 10 major indices in...