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Value at Risk
Person
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Person
Publication
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PhDr. Ivo Jánský
Academic staff at Faculty of Social Sciences
4 publications
Publications
publication
Time-Varying Betas of Banking Sectors
2012 |
Faculty of Social Sciences
publication
VaR Forecasting in Times of Increased Volatility
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Publication without faculty affiliation
publication
Time-varying Betas of the Banking Sector
Publication without faculty affiliation
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