Comparison of Alternative Approaches to VaR Evaluation
Year of publication: |
2013
|
---|---|
Authors: | Łupiński, Marcin |
Published in: |
Ekonomia journal. - Wydział Nauk Ekonomicznych. - Vol. 33.2013, 33
|
Publisher: |
Wydział Nauk Ekonomicznych |
Subject: | market risk | VaR | analytical | historical | simulation and hybrid VaR |
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