Pretraživanje
Prikaz rezultata 1-1 od 1
Bootstrap historical simulation / Bootstrap model istorijske simulacije vrednosti pri riziku
(Udruženje banaka Srbije, Beograd, 2016)
In this paper the authors present a new VaR model for the estimation of market risk in banks and other financial institutions. The model is labeled BootstrapHS500, since it is theoretically based on historical simulation ...