VaR Forecasting in Times of Increased Volatility
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| 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 |
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| 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: |
