- Wyznaczanie VaR przy pomocy łańcucha Markowa
Object's details: Wyznaczanie VaR przy pomocy łańcucha Markowa
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Studia Ekonomiczne - Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach.
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- Resource Identifier: oai:www.sbc.org.pl:347235
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- Creation date: 2019-03-12
- Last modification date: 2023-05-25
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See also
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Creator:Ganczarek-Gamrot, Alicja
Date:2015
Type:czasopismo
Contributor:Kończak, Grzegorz. Red.; Kolonko, Józef. Red.
Comparison of market risk of an equity asset class measured by Value at Risk and Maximal Loss according to Monte Carlo method with fractional Brownian motion evolution of the price and historical simulation approach
Creator:Baca, Marek
Date:2016
Type:czasopismo
Contributor:Dziwok, Ewa. Red.; Sroczyńska-Baron, Anna. Red.; Sawicz, Katarzyna. Red.
Comparative analysis of electric energy risk changes in selected European regions
Creator:Ganczarek-Gamrot
Date:2017
Type:czasopismo
Contributor:Melich-Iwanek, Krystyna. Red.; Trzpiot, Grażyna. Red.
