| Author(s): |
PhDr. Vít Bubák, M.A., Ph.D.,
|
| Type: |
Chapter in book |
| Year: |
2010 |
| Number: |
0 |
| ISSN / ISBN: |
978-80-246-1871-5 |
| Published in: |
Blaha, Zdenek S. and Magda Pecena (eds.) Advanced Measurement Techniques for Market and Operational Risk |
| Publishing place: |
Karolinum |
| Keywords: |
Value-at-Risk, Expected Shortfall, Backtesting |
| JEL codes: |
C14, C32, C52, C53, G12 |
| Suggested Citation: |
|
| Grants: |
IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development
|
| Abstract: |
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