Zastosowanie symulacji Monte Carlo z korektą Imana-Conovera w pomiarze ryzyka systemowego
Tomasz Jastrzębski
Abstract
n/a| Author | |
| Other language title versions | Application of Monte Carlo simulations with Iman-Conover correcion in systemic risk measurement |
| Journal series | Zarządzanie i Finanse, ISSN 2084-5189, (B 10 pkt) |
| Issue year | 2017 |
| Vol | 15 |
| No | 3 |
| Pages | 139-156 |
| Publication size in sheets | 0.85 |
| Keywords in Polish | ryzyko systemowe, Monte Carlo, korekta Imana-Conovera |
| Keywords in English | systemic risk, Monte Carlo, Iman-Conover correction |
| Language | pl polski |
| Score (nominal) | 10 |
| Score source | journalList |
| Score | = 10.0, 17-11-2019, ArticleFromJournal |
| Citation count* |
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