rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Estimation and performance assessment of Value-at-Risk and expected shortfall based on long-memory GARCH-class models
  name:
    name part: Aloui, Chaker
    role:
      role term: creator
  name:
    name part: Hamida, Hela Ben
  type of resource: text
  origin info:
    issuance: monographic
  language:
    language term: eng
  abstract: Význam asymetrie a LM (long memory) v modelovaní, predvídanie podmienenej volatility a trhového rizika na akciových trhoch v regióne GCC (Gulf Cooperation Council). Rada pre spoluprácu v Perzskom zálive (GCC). Modely GARCH, ARCH.
  note: Chaker Aloui, Hela Ben Hamida
  subject:
    name:
      name part: modely
  subject:
    name:
      name part: predvídanie
  subject:
    name:
      name part: model GARCH
  subject:
    name:
      name part: model Value at Risk
  subject:
    name:
      name part: riziko trhové
  subject:
    name:
      name part: trh akciový
  subject:
    name:
      name part: volatilita
  record info:
    record change date: 20231010120925.3
    record identifier: 0200170