Browsing by Subject backtesting
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Contributor(s) | Rank |
|---|---|---|---|---|
| 2011 | Empirical comparison of conventional methods and extreme value theory approach in value-at-risk assessment | Totić, Selena; Bulajić, Milica; Vlastelica, Tamara | M23 | |
| 2012 | Value-at-risk estimation with univariate and multivariate models: the evidence from Serbia | Nikolić, Nebojša; Žarkić-Joksimović, Nevenka; Manojlović, Vesna; Đurić, Draginja | M23 |