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Title Utilizing the Pearson system of distributions in one-day value at risk predictions Author info Martin Boďa Author Boďa Martin 1984- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Sborník příspěvků : V. mezinárodní vědecké konference doktorandů a mladých vědeckých pracovníků, Karviná 9. listopadu 2012. S. 708-717. - Karviná : Slezská univerzita v Opavě, 2012 ; 4. mezinárodní vědecká konference doktorandů a mladých vědeckých pracovníků Keywords Pearson system of distributions value at risk one-day predictions moment method Language English Country Czech Republic systematics 33 Public work category AFC No. of Archival Copy 24735 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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Title Value at risk model based on the Johnson transformation Par.title Model value at risk založený na Johnsonovej transformácii Author info Martin Boďa Author Boďa Martin 1984- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Managing and modelling of financial risks : 6th international scientific conference, 10th - 11th September 2012, Ostrava, Czech Republic, Part I.. S. 53-63. - Ostrava : VŠB - Technická univerzita Ostrava, 2012 / Dluhošová Dana ; Zmeškal Zdeněk ; Managing and modelling of financial risks medzinárodná vedecká konferencia Keywords value at risk Yeo-Johnson transformation moment method quantile method Language English Country Czech Republic systematics 02 Public work category AFC No. of Archival Copy 26492 Repercussion category SPUCHLAKOVA, Erika - CUG, Juraj. Credit risk and LGD modelling. In Procedia economics and finance : 2nd global conference on business, economics, management and tourism, Prague, 29th-31st October 2014. Amsterdam : Elsevier Science, ISSN 2212-5671, 2015, vol. 23, pp. 439-444.
KOLLAR, Boris - GONDZAROVA, Barbora. Comparison of current credit risk models. In Procedia economics and finance : 2nd global conference on business, economics, management and tourism, Prague, 29th-31st October 2014. Amsterdam : Elsevier Science, ISSN 2212-5671, 2015, vol. 23, pp. 341-347.
SPUCHĽAKOVA, Erika - FRAJTOVA-MICHALIKOVA, Katarina - MISANKOVA, Maria. Risk of the collective investment and investment portfolio : 4th world conference on business, economics and management, Ephesus, 30th April-2nd May 2015. [S. l.] : Elsevier, 2015. ISSN 2212-5671, pp. 167-173.
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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