Bibliografie

Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R. : ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download