Content
2025
- 6.001 Measuring Flood Risk in Czechia with Stress Testing and a Gumbel copula‑based VaR
by Marek Folprecht - 6.001 Measuring Flood Risk in Czechia with Stress Testing and a Gumbel copula‑based VaR
by Marek Folprecht - 6.001 Measuring Flood Risk in Czechia with Stress Testing and a Gumbel copula‑based VaR
by Marek Folprecht - 6.001 Measuring Flood Risk in Czechia with Stress Testing and a Gumbel copula‑based VaR
by Marek Folprecht - 6.001 Measuring Flood Risk in Czechia with Stress Testing and a Gumbel copula‑based VaR
by Marek Folprecht
2023
- 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura
2021
- 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang
2020
- 3.001 Banking Supervision and Risk-Adjusted Performance inthe Host Country Environment
by Karel Janda & Oleg Kravtsov - 3.001 Banking Supervision and Risk-Adjusted Performance inthe Host Country Environment
by Karel Janda & Oleg Kravtsov - 3.001 Banking Supervision and Risk-Adjusted Performance inthe Host Country Environment
by Karel Janda & Oleg Kravtsov
2019
2017
- 2.001 Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations
by Jiří Witzany - 2.001 Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations
by Jiří Witzany - 2.001 Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations
by Jiří Witzany - 2.001 Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations
by Jiří Witzany
Printed from https://ideas.repec.org/s/prg/jnlwps.html