| Autor: |
Antonov Anton, Demirova Siyka |
| Jazyk: |
English<br />French |
| Rok vydání: |
2023 |
| Předmět: |
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| Zdroj: |
MATEC Web of Conferences, Vol 387, p 06002 (2023) |
| Druh dokumentu: |
article |
| ISSN: |
2261-236X |
| DOI: |
10.1051/matecconf/202338706002 |
| Popis: |
The report will address the main problem in risk measurement, namely the lack of a sufficiently long series of data for the various variables, so that the trend of their development can be formed with negligible error. A model will be made through a mathematical calculation in order to derive a long enough series with statistics reflecting the correlation between the individual variable indices and the standard deviation (volatility) to be able to obtain results with greater accuracy. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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