Cover Image

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

Saved in:

Bibliographic Details
Date:	2016
Main Author:	T. Zabolotskyy
Format:	Article
Language:	English
Published:	2016
Series:	Economic annals-XXI
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000666353
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

Mapping of radioactive contamination with predetermined confidence level
by: Yu. V. Khomutinin, et al.
Published: (2020)

Informational influence on medical confidence and the level of public health
by: A. V. Chyzhevska, et al.
Published: (2018)

Some approaches to the estimation of confidence in the process of cooperation of large and small businesses
by: Ju. Egiazarova
Published: (2014)

The Role of the Deposit Guarantee System in Raising the Level of Public Confidence in Depository Institutions
by: O. I. Honta, et al.
Published: (2018)

ESTIMATING THE LEVEL OF TROPOSPHERIC ABSORPTION AT MICROWAVE FREQUENCIES AND OPERATIONAL PARAMETERS OF PERTINENT AERONOMIC AND RADIO ASTRONOMICAL INSTRUMENTS IN THE "MAXIMUM CONFIDENCE" TECHNIQUE
by: Myshenko, V. V., et al.
Published: (2024)

Remember the past to face the future with confidence
by: A. I. Grusha, et al.
Published: (2016)

Confidence disc and square for Cauchy distributions
by: Y. Akaoka, et al.
Published: (2023)

Confidence Regions in Econometrics of Complex Variables
by: A. F. Chanysheva
Published: (2013)

Confidence disc and square for Cauchy distributions
by: Akaoka, Y., et al.
Published: (2023)

Statistical Analysis and Evaluation of the Solvency Level of Forestries
by: I. M. Shost, et al.
Published: (2014)

Interval estimation of distribution parameter by statistical trials of expected value
by: Barannik, V.O.
Published: (2019)

Confidence as a Prerequisite for Development of the Entrepreneurial Activity
by: M. I. Hrytsaienko
Published: (2016)

Economic Confidence as a Factor in Personnel Certification
by: O. O. Bonetskyi, et al.
Published: (2018)

Donetsk metallurgical plant faces the future with confidence
by: A. V. Emchenko
Published: (2011)

Individual insurance: analytical overview of consumer confidence
by: N. R. Baluk
Published: (2014)

Monetary policy as an institution to ensure confidence in money and banking system: logical-historical analysis
by: T. O. Krychevska
Published: (2017)

Formation of public confidence in the stock market strengthening security
by: B. I. Pshyk, et al.
Published: (2016)

Methodology of multi-level satellite analysis for geoecological risks
by: Marhes, Serhii
Published: (2026)

Confidence as a Way to Synchronize Both the Financial and the Business Cycles
by: M. M. Brychko
Published: (2018)

The World Practice of Restoring Confidence in the Financial Sector of a Country
by: Ya. M. Kryvych, et al.
Published: (2020)

Estimation of the risk level of the activity at the baking industry enterprises in long-term period
by: V. A. Shalenyi
Published: (2017)

A Statistical Estimation of the Level of Concentration of the Private Sector in the Market for Laboratory Medical Services in Ukraine
by: D. I. Chernenko
Published: (2016)

Level statistics for quantum Hall systems
by: Kagalovsky, V., et al.
Published: (2005)

FUZZY-STATISTICAL MODELLING OF OVERHEAD LINES FOR ESTIMATING THE FAILURE PROBABILITY IN THE TASKS OF ANALYSING THE POWER SYSTEMS OPERATIONAL RISK
by: Bardyk , Ye., et al.
Published: (2025)

Improvement of methods of analysis and estimation of emergency risks of coal mines
by: I. Y. Kokoulin
Published: (2023)

Quantitative analysis of the risk level of business activities of enterprises: key indicators
by: V. A. Shalenyi
Published: (2018)

The market of banking services to population: the crisis of confidence, and its impast on perspectives of overcoming
by: S. I. Brus, et al.
Published: (2012)

Improving the Methodology of Estimation and Analysis of the Level of Economic Security of Enterprise
by: I. V. Pyvavar
Published: (2019)

On Statistical Convergence of Metric-Valued Sequences
by: M. Kьзьkaslan, et al.
Published: (2014)

On the statistical convergence of metric-valued sequences
by: Kucukaslan, M., et al.
Published: (2014)

On the Statistical Convergence of Metric-Valued Sequences
by: Değer, U., et al.
Published: (2014)

Ways to increase the society&#039;s confidence in safety of a geological radioactivewaste depository
by: P. O. Korchahin, et al.
Published: (2014)

The ABC-XYZ-Analysis of Regions of Ukraine by Profitability/Risk Level of Tourism Industry
by: Ya. Dutka, et al.
Published: (2020)

Method of estimates of industrial risk
by: O. M. Hunchenko, et al.
Published: (2016)

Analysis of experimental statistics of intervals. 1. Equivalence of intervals statistics and of count statistics
by: O. A. Kuchmahra, et al.
Published: (2017)

Integral index of occupational risk level
by: Yu. P. Rohach
Published: (2018)

Risks Management of the Value of Project
by: V. M. Marchenko
Published: (2019)

Estimation of Fire Risk on the Filling Station: Modeling, an Analysis, a Decision-making
by: Yu. Shevchenko, et al.
Published: (2018)

Adaptation of International Approaches to Creating a Statistical Indicators System for the Water Management Analysis at the City Level
by: T. H. Chala, et al.
Published: (2021)

On the calculation of the confidence relation for a Gaussian stochastic process satisfying some linear differential equations
by: Ryzhov, Y. M., et al.
Published: (1966)