. "Witzany, Ji\u0159\u00ED" . "19" . . "A Comparison of EVT and Standard VaR Estimations"@en . . "120088" . . "29" . "Baran, Jaroslav" . . "Main topics of the document: risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting" . "1212-074X" . . . . "A Comparison of EVT and Standard VaR Estimations" . . "Main topics of the document: risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting"@en . "A Comparison of EVT and Standard VaR Estimations"@en . "CZ - \u010Cesk\u00E1 republika" . . . "[B7D00A016957]" . . . . "2"^^ . "RIV/61384399:31110/12:00038528!RIV13-GA0-31110___" . "RIV/61384399:31110/12:00038528" . "2"^^ . . "risk measurement; value at risk; extreme value theory; GARCH; expected shortfall; backtesting"@en . . "P(GA402/09/0732)" . . "27"^^ . "Bulletin of the Czech Econometric Society" . "31110" . "A Comparison of EVT and Standard VaR Estimations" . . . .