Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk
Objective: Nowadays, the measurement of the risk of the marketplace has a significant effect on investments; however, the inadequate evaluation of this risk will cause a financial crisis and possible bankruptcy. One of the typical approaches to measure this risk is the probability-based risk measure...
-д хадгалсан:
| Үндсэн зохиолчид: | , |
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| Формат: | Artigo |
| Хэл сонгох: | Persa |
| Хэвлэсэн: |
University of Tehran
2022-02-01
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| Цуврал: | تحقیقات مالی |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://jfr.ut.ac.ir/article_86303_0483caf7aa3744997d9aedde03ad21be.pdf |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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