Classification of methods for risk measures VaR and CVaR calculation and estimation
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| Date: | 2016 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
2016
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| Series: | System researches & information technologies |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001079100 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-56637 |
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open-sciencenbuvgovua-566372024-02-29T13:25:10Z Classification of methods for risk measures VaR and CVaR calculation and estimation N. G. Zrazhevska A. G. Zrazhevsky 1681-6048 2016 en System researches & information technologies http://jnas.nbuv.gov.ua/article/UJRN-0001079100 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
System researches & information technologies |
| spellingShingle |
System researches & information technologies N. G. Zrazhevska A. G. Zrazhevsky Classification of methods for risk measures VaR and CVaR calculation and estimation |
| format |
Article |
| author |
N. G. Zrazhevska A. G. Zrazhevsky |
| author_facet |
N. G. Zrazhevska A. G. Zrazhevsky |
| author_sort |
N. G. Zrazhevska |
| title |
Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title_short |
Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title_full |
Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title_fullStr |
Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title_full_unstemmed |
Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title_sort |
classification of methods for risk measures var and cvar calculation and estimation |
| publishDate |
2016 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0001079100 |
| work_keys_str_mv |
AT ngzrazhevska classificationofmethodsforriskmeasuresvarandcvarcalculationandestimation AT agzrazhevsky classificationofmethodsforriskmeasuresvarandcvarcalculationandestimation |
| first_indexed |
2025-07-18T00:33:15Z |
| last_indexed |
2025-07-18T00:33:15Z |
| _version_ |
1850417175928504320 |