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Extreme value approach value approach for estimating value at risk metrics with respect to Basel II

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Citace článku v časopise:
HOMOLKA, Lubor. Extreme value approach value approach for estimating value at risk metrics with respect to Basel II. International Journal of Mathematics and Computers in Simulation [online]. 2013, vol. 7, iss. 2, s. 171-178. [cit. 2019-06-17]. ISSN 1998-0159. Dostupné z: http://www.naun.org/multimedia/NAUN/mcs/2002-110.pdf.

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