Předpovědní schopnosti konkurenčních specifikací Value-at-Risk během krize : aplikace na středoevropské finanční trhy
The recent worldwide Financial Crisis has increased the need for reliable financial risk measurement and management. In this thesis we evaluate and compare the accuracy of one-day-ahead out-of-sample forecasts of various Value-at-Risk models through a comprehensive assessment framework using crisis...
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| Format: | Dissertation |
| Language: | English |
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2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-298717 |