Zastosowanie symulacji Monte Carlo z korektą Imana-Conovera w pomiarze ryzyka systemowego

Tomasz Jastrzębski

Abstract

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Author Tomasz Jastrzębski (FM / DE)
Tomasz Jastrzębski,,
- Department of Econometrics
Other language title versionsApplication of Monte Carlo simulations with Iman-Conover correcion in systemic risk measurement
Journal seriesZarządzanie i Finanse, ISSN 2084-5189, (B 10 pkt)
Issue year2017
Vol15
No3
Pages139-156
Publication size in sheets0.85
Keywords in Polishryzyko systemowe, Monte Carlo, korekta Imana-Conovera
Keywords in Englishsystemic risk, Monte Carlo, Iman-Conover correction
Languagepl polski
Score (nominal)10
ScoreMinisterial score = 10.0, 24-07-2019, ArticleFromJournal
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