Estimation of confidence level for Value-at-Risk: statistical analysis

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Datum:2016
1. Verfasser: T. Zabolotskyy
Format: Artikel
Sprache:Englisch
Veröffentlicht: 2016
Schriftenreihe:Economic annals-XXI
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0000666353
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author T. Zabolotskyy
author_facet T. Zabolotskyy
author_sort T. Zabolotskyy
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
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publishDate 2016
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series Economic annals-XXI
spelling open-sciencenbuvgovua-509812024-02-29T12:59:01Z Estimation of confidence level for Value-at-Risk: statistical analysis T. Zabolotskyy 1728-6220 2016 en Economic annals-XXI http://jnas.nbuv.gov.ua/article/UJRN-0000666353 Article
spellingShingle Economic annals-XXI
T. Zabolotskyy
Estimation of confidence level for Value-at-Risk: statistical analysis
title Estimation of confidence level for Value-at-Risk: statistical analysis
title_full Estimation of confidence level for Value-at-Risk: statistical analysis
title_fullStr Estimation of confidence level for Value-at-Risk: statistical analysis
title_full_unstemmed Estimation of confidence level for Value-at-Risk: statistical analysis
title_short Estimation of confidence level for Value-at-Risk: statistical analysis
title_sort estimation of confidence level for value-at-risk: statistical analysis
url http://jnas.nbuv.gov.ua/article/UJRN-0000666353
work_keys_str_mv AT tzabolotskyy estimationofconfidencelevelforvalueatriskstatisticalanalysis