The concept of value at risk (VaR) and risk regulatory in Montenegro Journal title: Acta Economica Authors: Јулија Церовић Subject(s): Economics
Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures Journal title: Dynamic Econometric Models Authors: Joanna Górka Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Application of Modified POT Method with Volatility Model for Estimation of Risk Measures Journal title: Dynamic Econometric Models Authors: Marcin Fałdziński Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Individual contributions to portfolio risk: risk decomposition for the BET - FI index Journal title: Computational Methods in Social Sciences Authors: Marius ACATRINEI Subject(s):
Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals Using the Methodology of Stable Distributions Journal title: Dynamic Econometric Models Authors: Dominik Krężolek Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Systemic Risk in Financial Risk Regulation Journal title: Finance a uver Authors: Tomas Cipra, Radek Hendrych Subject(s):
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on LM GARCH-Class Models Journal title: Finance a uver Authors: Chaker Aloui, Hela Ben Hamida Subject(s):
Wykorzystanie modeli GARCH w analizie ryzyka finansowego spółek akcyjnych notowanych na GPW Journal title: Optimum. Economic Studies Authors: Grzegorz Szczerbak Subject(s):
THE OPTIMUM PORTFOLIO OF ASEAN STOCK MARKETS MARKOV SWITCHING MULTIVARIATE COPULA APPROACH Journal title: Topics in Economics, Business and Management (EBM) Authors: Roengchai Tansuchat Subject(s):
