About: On the appropriateness of inappropriate VaR models     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Výpočty Value-at-Risk jsou často založeny na vhodném snížení dimenze prostoru rizikových faktorů. Porovnání tří jednoduchých metod je založeno na literatuře o ověřování pravděpodobnostních meteorologických předpovědí. Navržené metody jsou aplikovány na data o indexu DAX. (cs)
  • The Value-at-Risk calculation reduces the dimensionality of the risk factor space. A comparison of three simple mappings is based on the literatere on the verification of weather forecasts. The paper concludes with an empirical analysis of the DAX data. using XploRe
  • The Value-at-Risk calculation reduces the dimensionality of the risk factor space. A comparison of three simple mappings is based on the literatere on the verification of weather forecasts. The paper concludes with an empirical analysis of the DAX data. using XploRe (en)
Title
  • On the appropriateness of inappropriate VaR models
  • On the appropriateness of inappropriate VaR models (en)
  • Praktická použitelnost přibližných modelů VaR (cs)
skos:prefLabel
  • On the appropriateness of inappropriate VaR models
  • On the appropriateness of inappropriate VaR models (en)
  • Praktická použitelnost přibližných modelů VaR (cs)
skos:notation
  • RIV/00216208:11320/06:00003040!RIV07-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 273;298
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1K04018), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 490423
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/06:00003040
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • appropriateness; inappropriate; models (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV
  • [C0964257A1E8]
http://linked.open...i/riv/nazevZdroje
  • Allgemeines Statistiches Archiv
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 90
http://linked.open...iv/tvurceVysledku
  • Hlávka, Zdeněk
http://linked.open...n/vavai/riv/zamer
issn
  • 0002-6018
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 47 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software