Classification of methods for risk measures VaR and CVaR calculation and estimation
Збережено в:
Дата: | 2016 |
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Автори: | , |
Формат: | Стаття |
Мова: | English |
Опубліковано: |
2016
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Назва видання: | System researches & information technologies |
Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001079100 |
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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 |
2024-03-30T10:35:58Z |
last_indexed |
2024-03-30T10:35:58Z |
_version_ |
1796883183974744064 |