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pro vyhledávání: '"Daniel Reghin"'
Autor:
Fabio Silva Lopes, Daniel Reghin
Publikováno v:
CLEI
Value-at-Risk (VaR) as a risk quantification mechanism has more than one calculation method, one of which is the parametric method. In the bibliographic study, it was identified that the parametric method is not effective for all market moments, such
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e65e7fd61b81eb22b0fee50e82d5c299
https://doi.org/10.1109/clei47609.2019.235095
https://doi.org/10.1109/clei47609.2019.235095
