TBU Publications
Repository of TBU Publications

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

DSpace Repository


Find Full text Export to RefWorks
   


Files in this item

ČSN ISO 690:2011 citation

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. 2024-10-11]. ISSN 1998-0159. Dostupné z: http://www.naun.org/multimedia/NAUN/mcs/2002-110.pdf.

These citations are software generated and may contain errors. To verify accuracy, check the appropriate style guide.

Related articles