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Statements

Subject Item
n2:RIV%2F61384399%3A31110%2F12%3A00038528%21RIV13-GA0-31110___
rdf:type
skos:Concept n10:Vysledek
dcterms:description
Main topics of the document: risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting Main topics of the document: risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting
dcterms:title
A Comparison of EVT and Standard VaR Estimations A Comparison of EVT and Standard VaR Estimations
skos:prefLabel
A Comparison of EVT and Standard VaR Estimations A Comparison of EVT and Standard VaR Estimations
skos:notation
RIV/61384399:31110/12:00038528!RIV13-GA0-31110___
n10:predkladatel
n16:orjk%3A31110
n3:aktivita
n7:P
n3:aktivity
P(GA402/09/0732)
n3:cisloPeriodika
29
n3:dodaniDat
n13:2013
n3:domaciTvurceVysledku
n5:1038397 n5:8826404
n3:druhVysledku
n19:J
n3:duvernostUdaju
n12:S
n3:entitaPredkladatele
n14:predkladatel
n3:idSjednocenehoVysledku
120088
n3:idVysledku
RIV/61384399:31110/12:00038528
n3:jazykVysledku
n15:eng
n3:klicovaSlova
risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting
n3:klicoveSlovo
n4:extreme%20value%20theory n4:backtesting n4:value%20at%20risk n4:expected%20shortfall n4:GARCH n4:risk%20measurement
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[B7D00A016957]
n3:nazevZdroje
Bulletin of the Czech Econometric Society
n3:obor
n18:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n11:GA402%2F09%2F0732
n3:rokUplatneniVysledku
n13:2012
n3:svazekPeriodika
19
n3:tvurceVysledku
Witzany, Jiří Baran, Jaroslav
s:issn
1212-074X
s:numberOfPages
27
n17:organizacniJednotka
31110