Przeglądaj Artykuły / Articles według tematu "value at risk"
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Using Kernel Function and Α-Stable Distribution for Determining Value at Risk (Var) for the Companies Included in WIG20 Index at Warsaw Stock Exchange
(Magnanimitas, Hradec Králové, 2014)One of the most common from among conducted studies related to capital market includes studies regarding methods intended for suitable description of distribution of rates of return. Familiarity with such distributions ...