Classification of methods for risk measures VaR and CVaR calculation and estimation
Збережено в:
| Дата: | 2016 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
2016
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| Назва видання: | System researches & information technologies |
| Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001079100 |
| Теги: |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Репозитарії
Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859519603224346624 |
|---|---|
| author | N. G. Zrazhevska A. G. Zrazhevsky |
| author_facet | N. G. Zrazhevska A. G. Zrazhevsky |
| author_sort | N. G. Zrazhevska |
| collection | Open-Science |
| first_indexed | 2025-07-18T00:33:15Z |
| format | Article |
| id | open-sciencenbuvgovua-56637 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-18T00:33:15Z |
| publishDate | 2016 |
| record_format | dspace |
| series | System researches & information technologies |
| spelling | 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 |
| spellingShingle | System researches & information technologies N. G. Zrazhevska A. G. Zrazhevsky Classification of methods for risk measures VaR and CVaR calculation and estimation |
| title | 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_short | 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 |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001079100 |
| work_keys_str_mv | AT ngzrazhevska classificationofmethodsforriskmeasuresvarandcvarcalculationandestimation AT agzrazhevsky classificationofmethodsforriskmeasuresvarandcvarcalculationandestimation |