Zobrazeno 1 - 2
of 2
pro vyhledávání: '"GARCH proces"'
Autor:
Myšičková, Ivana
The thesis describes commonly used measures of risk, such as volatility, Value at Risk (VaR) and Expected Shortfall (ES), and is tasked with creating models for measuring market risk. It is concerned with the risk over daily and over monthly horizons
Externí odkaz:
http://www.nusl.cz/ntk/nusl-335066
Autor:
Myšičková, Ivana
The thesis describes commonly used measures of risk, such as volatility, Value at Risk (VaR) and Expected Shortfall (ES), and is tasked with creating models for measuring market risk. It is concerned with the risk over daily and over monthly horizons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::69860836c69bb0d1e864ed0c730e6bb4
http://www.nusl.cz/ntk/nusl-476893
http://www.nusl.cz/ntk/nusl-476893