Original title: Statistické testy pro VaR a CVaR
Translated title: Statistical tests for VaR and CVaR
Authors: Mirtes, Lukáš ; Pešta, Michal (advisor) ; Večeř, Jan (referee)
Document type: Master’s theses
Year: 2016
Language: eng
Abstract: [eng] [cze]

Keywords: asymptotic properties; conditional value at risk; hypothesis testing; statistical test; value at risk; asymptotické vlastnosti; hodnota v riziku; podmíněná hodnota v riziku; statistický test; testování hypotéz

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/83089

Permalink: http://www.nusl.cz/ntk/nusl-352738


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-06-20, last modified 2022-03-04


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