Open AccessMiara ryzyka estymacji parametrów modelu VaR
Author(s) -
Aleksander Mercik
Publication year - 2018
Publication title -
zeszyty naukowe uniwersytetu ekonomicznego w krakowie/zeszyty naukowe
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2545-3238
pISSN - 1898-6447
DOI - 10.15678/znuek.2018.0976.0411
Subject(s) - value at risk , model risk , econometrics , ex ante , value (mathematics) , measure (data warehouse) , risk measure , expected shortfall , financial risk , actuarial science , statistics , economics , mathematics , risk management , computer science , finance , data mining , portfolio , macroeconomics