Перегляд за автором "Skrodzka, W."

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  • Assessment Methods for Measuring Value at Risk Based on the Hit Function 
    Skrodzka, W. (Электронное моделирование, 2009)
    The aim of this paper is to provide tools to aid the management process of Financial Risk. Backtesting is the necessary procedure to choose and to evaluate the stability of a value at risk (VaR) models. This paper presents ...