- Ranking of VaR and ES models: performance in developed and emerging m…
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Ranking of VaR and ES models: performance in developed and emerging markets

  1. ŽIKOVIĆ, Saša - K. FILER, Randall. Ranking of VaR and ES models: performance in developed and emerging markets. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2013. ISSN 0015-1920, 2013, roč. 63, č. 4, s. 327-359.
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