Original title: Backtesting Value-at-Risk: Porovnání vybraných přístupů
Translated title: Backtesting Value-at-Risk: Comparison of selected approaches
Authors: Šedivý, Milan ; Hendrych, Radek (advisor) ; Hurt, Jan (referee)
Document type: Bachelor's theses
Year: 2019
Language: cze
Abstract: [cze] [eng]

Keywords: backtesting; financial crisis; Value-at-Risk; volatility; backtesting; finanční krize; Value-at-Risk; volatilita

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/105389

Permalink: http://www.nusl.cz/ntk/nusl-393728


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses
 Record created 2019-03-14, last modified 2022-03-04


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