2025-02-23T08:27:04-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-101528%22&qt=morelikethis&rows=5
2025-02-23T08:27:04-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-101528%22&qt=morelikethis&rows=5
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Assessment Methods for Measuring Value at Risk Based on the Hit Function
The aim of this paper is to provide tools to aid the management process of Financial Risk. Backtesting is the necessary procedure to choose and to evaluate the stability of a value at risk (VaR) models. This paper presents some typical, statistical methods based on the hit function. Advantages and d...
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Main Author: | Skrodzka, W. |
---|---|
Format: | Article |
Language: | English |
Published: |
Інститут проблем моделювання в енергетиці ім. Г.Є. Пухова НАН України
2009
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Series: | Электронное моделирование |
Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/101528 |
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2025-02-23T08:27:04-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-101528%22&qt=morelikethis
2025-02-23T08:27:04-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-101528%22&qt=morelikethis
2025-02-23T08:27:04-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T08:27:04-05:00 DEBUG: Deserialized SOLR response
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