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Stress testing for VaR and CVaR
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http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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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
is
http://linked.open...avai/riv/vysledek
of
Stress testing for VaR and CVaR
Stress testing for VaR and CVaR
Stress testing for VaR and CVaR
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