Stock market risk measured by VaR nad CVaR: A comparison study
VaR and CVaR are effective quantitative measurement of market risk. These measures can quantify the risk of unexpected changes within a given period. In this paper, we examine the market risk of four stock indices: the Czech PX, the Austrian ATX, the London FTSE, and the American S&P 500. First,...
| Main Authors: | , |
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| Format: | Article |
| Language: | ces |
| Published: |
Vydavatelství ZČU v Plzni
2020-12-01
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| Series: | Trendy v podnikání |
| Subjects: | |
| Online Access: | https://drive.google.com/file/d/1NfOQ4y0WzGCXMe212Wcy8auc8Mk-qwVe/view |