J 2025

New Value-at-Risk Method Adjusted for a Long Time Horizon with Application to Exchange Rates

KRÁSNICKÁ, Martina and Tomáš MRKVIČKA

Basic information

Original name

New Value-at-Risk Method Adjusted for a Long Time Horizon with Application to Exchange Rates

Name in Czech

Nová metoda Value-at-Risk upravená pro dlouhodobý horizont s aplikací na směnné kurzy

Name (in English)

New Value-at-Risk Method Adjusted for a Long Time Horizon with Application to Exchange Rates

Authors

KRÁSNICKÁ, Martina and Tomáš MRKVIČKA

Edition

2025

Other information

Type of outcome

Article in a journal

Confidentiality degree

is not subject to a state or trade secret

Organization unit

CEVRO University

Keywords (in Czech)

Value-at-Risk

Keywords in English

Value-at-Risk

Tags

Reviewed
Changed: 21/2/2025 12:58, Mgr. Jan Neugebauer, Ph.D., MBA
Displayed: 15/3/2025 05:30