A Bootstrap Approach to Determine Risk Characteristics of Stock Indexes
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F10%3APU91387" target="_blank" >RIV/00216305:26510/10:PU91387 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
A Bootstrap Approach to Determine Risk Characteristics of Stock Indexes
Original language description
This paper gives an empirical view of the ex-post stock characteristics focused on risk. For transparent estimation of some characteristics were used a pool of statistics method, parametric, robust and computer intensive methods too. The main focus was using a bootstrap method for estimating of risk and another stock indicator and evaluated which one risk metric for stock indexes will be suitable .
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
MENDEL 2010 16th International Conference on Soft Computing
ISBN
978-80-214-4120-0
ISSN
—
e-ISSN
—
Number of pages
7
Pages from-to
—
Publisher name
VUT v Brně
Place of publication
Brno
Event location
Brno University of Technology
Event date
Jun 23, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—