Value at Risk Model Used to Stock Prices Prediction
Year of publication: |
2012-10
|
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Authors: | Gottwald, Radim |
Institutions: | Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ |
Subject: | risk measurement | historical simulation method | Monte Carlo method | variance covariance method |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The price is Free Number 2012-30 1 pages long |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E37 - Forecasting and Simulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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