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pro vyhledávání: '"Wilson, William"'
Publikováno v:
Applied Stochastic Models in Business and Industry, 2024
Value at Risk (VaR) is a quantitative measure used to evaluate the risk linked to the potential loss of investment or capital. Estimation of the VaR entails the quantification of prospective losses in a portfolio of investments, using a certain likel
Externí odkaz:
http://arxiv.org/abs/2311.00832