Covid-19 death risk estimation using VaR method
Agnieszka Surowiec, Tomasz Warowny
| Year of publication: |
2021
|
|---|---|
| Authors: | Surowiec, Agnieszka ; Warowny, Tomasz |
| Published in: |
European research studies. - Piraeus : [Verlag nicht ermittelbar], ISSN 1108-2976, ZDB-ID 2479315-2. - Vol. 24.2021, 2, special issue 2, p. 368-379
|
| Subject: | Portfolio | Value at Risk | volatility | Covid-19 cases of deaths | Coronavirus | Risikomaß | Risk measure | Sterblichkeit | Mortality | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Schätzung | Estimation | VAR-Modell | VAR model | Risikomanagement | Risk management |
freely available