Publication detail

VaR Forecasting in Times of Increased Volatility

Author(s):
Type: Articles in refereed journals
Year: 2011
Number: 59
ISSN / ISBN: 2010-3778
Published in: World Academy of Science, Engineering and Technology
Publishing place: Venice, Italy
Keywords:
JEL codes:
Suggested Citation:
Grants: GACR 403/10/1235 (2010-2014) Institutional Responses to Financial Market Failures GAUK - 31610 Alternative methods of stress testings for operational risk management IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development
Abstract:

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