Backtesting Value-at-Risk: Porovnání vybraných přístupů
Backtesting Value-at-Risk: Comparison of selected approaches
bachelor thesis (NOT DEFENDED)

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http://hdl.handle.net/20.500.11956/101861Identifiers
Study Information System: 181524
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- Kvalifikační práce [9131]
Author
Advisor
Referee
Hurt, Jan
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
General Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
13. 9. 2018
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Fail
Keywords (Czech)
backtesting, finanční krize, Value-at-Risk, volatilita
Keywords (English)
backtesting, financial crisis, Value-at-Risk, volatility