Backtesting Value-at-Risk: Porovnání vybraných přístupů
Backtesting Value-at-Risk: Comparison of selected approaches
bakalářská práce [FAILED]
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Permanent link
http://hdl.handle.net/20.500.11956/101861Collections
- Kvalifikační práce [8175]
Author
Advisor
Referee
Hurt, Jan
Author's Affiliation
Information unavailable
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
General Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
13. 9. 2018
Language
Czech
Grade
Fail
Keywords (Czech)
backtesting, finanční krize, Value-at-Risk, volatilita
Keywords (English)
backtesting, financial crisis, Value-at-Risk, volatility
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