About: Stress testing for VaR and CVaR

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

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Contamination technique is applied to stress testing of risk measues Value at Risk and Conditional Value at Risk. Contamination technique is applied to stress testing of risk measues Value at Risk and Conditional Value at Risk. (en) Metoda kontaminace je aplikována na stress test měr rizika Value at Risk a Conditional Value at Risk. (cs)
Title	Stress testing for VaR and CVaR Stress testing for VaR and CVaR (en) Stress testing pro VaR a CVaR (cs)
skos:prefLabel	Stress testing for VaR and CVaR Stress testing for VaR and CVaR (en) Stress testing pro VaR a CVaR (cs)
skos:notation	RIV/00216208:11320/07:00004927!RIV08-MSM-11320___
http://linked.open.../vavai/riv/strany	411;421
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/05/2340), P(GA402/05/0115), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Polívka, Jan Dupačová, Jitka
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	452768
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/07:00004927
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stress; testing; CVaR (en)
http://linked.open.../riv/klicoveSlovo	Stress CVaR testing
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[ED3F77A85225]
http://linked.open...i/riv/nazevZdroje	Quantitative Finance
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Validation of Economic Decision Models and Results Nontraditional statistical procedures in econometrics
http://linked.open...UplatneniVysledku	2007
http://linked.open...v/svazekPeriodika	7
http://linked.open...iv/tvurceVysledku	Dupačová, Jitka Polívka, Jan
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
issn	1469-7688
number of pages	11 (xsd:int)
http://localhost/t...ganizacniJednotka	11320

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