Zastosowanie symulacji Monte Carlo z korektą Imana-Conovera w pomiarze ryzyka systemowego
Tomasz Jastrzębski
Abstract
n/aAuthor | |
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* |
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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