Calacualting Value at Risk and Expected Shortfall of Some Statistical Distributions

Value at risk and expected shortfall are the two most popular measures for calculating financial risk. To calculate these measures (Value at risk and expected shortfall) there are many approaches, which can be divided into two main categories; parametric and non-parametric. In parametric approach it...

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Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Rasool Roozegar, Bahaeddin Soufi, Hamid Reza Taherizadeh
Формат:	Artigo
Хэл сонгох:	Persa
Хэвлэсэн:	Ayandegan Institute of Higher Education, Tonekabon, 2018-05-01
Цуврал:	تصمیم گیری و تحقیق در عملیات
Нөхцлүүд:	value at risk expected shortfall parametric method
Онлайн хандалт:	https://www.journal-dmor.ir/article_64783_cec0671763f47c8faedad938d199ad48.pdf
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!