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Modelling extreme market risk of Polish banks' debt instruments' portfolios

Object's details: Modelling extreme market risk of Polish banks' debt instruments' portfolios

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Provider:Dolnośląska Biblioteka Cyfrowa

Description

Title:
Modelling extreme market risk of Polish banks' debt instruments' portfolios
Creator:
Łupiński, Marcin
Description:
Ekonometria = Econometrics, 2013, Nr 3 (41), s. 113-130
Object availability:
free access
Rights:
Wszystkie prawa zastrzeżone (Copyright);
Dla wszystkich w zakresie dozwolonego użytku
Date:
2013.12.31;
2013
Type:
artykuł
Language:
eng;
angielski;
English
Format:
application/pdf
Publisher:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Relation:
Ekonometria = Econometrics, 2013, Nr 3 (41)
Subject:
market risk;
Value at Risk;
Expected Tail Loss;
Extreme Value Theory;
ryzyko rynkowe
Data provider:
Dolnośląska Biblioteka Cyfrowa

Can I use it?:
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