Accesso libero

Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions

Filip Szubzda

Filip Szubzda

Faculty of Economic Sciences, University of Warsaw
Profilo Orcid
Cerca questo autore su
Sciendo|Google Scholar
Szubzda, Filip
 e 
Marcin Chlebus

Marcin Chlebus

Faculty of Economic Sciences, University of Warsaw
Profilo Orcid
Cerca questo autore su
Sciendo|Google Scholar
Chlebus, Marcin
  
13 mar 2020
Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions's Cover Image
INFORMAZIONI SU QUESTO ARTICOLO
Articolo precedente
Articolo Successivo
Cita
Scarica la copertina
Pubblicato online: 13 mar 2020
Pagine: 70 - 85
DOI: https://doi.org/10.2478/ceej-2019-0005
Parole chiave
© 2019 Filip Szubzda et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Szubzda, Filip ORCID Icon
Faculty of Economic Sciences, University of Warsaw
Chlebus, Marcin ORCID Icon
Faculty of Economic Sciences, University of Warsaw
Lingua:
Inglese
Frequenza di pubblicazione:
1 volte all'anno
Argomenti della rivista:
Economia e business, Economia politica, Teoria economica, sistemi e strutture, Microeconomia, Macroeconomia, Politica economica
Feed RSS della rivista