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Matematicheskoe modelirovanie, 2004, Volume 16, Number 5, Pages 40–54 (Mi mm294)  
This article is cited in 1 scientific paper (total in 1 paper)

Statistical methods and mathematical models of financial risks estimating

E. Yu. Shchetinina, A. S. Lapushkinb

a Moscow State Technological University "Stankin"
b Moscow State Institute of Radio-Engineering, Electronics and Automation (Technical University)
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Abstract: The methods are considered for estimating and modeling financial risks. The methods for risk measures evaluating under market stress are shown to be most applicable. Extensive computer experiments for different historical financial data have been done to demonstrate their effectivity.
Received: 12.03.2003
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Language: Russian
Citation: E. Yu. Shchetinin, A. S. Lapushkin, “Statistical methods and mathematical models of financial risks estimating”, Matem. Mod., 16:5 (2004), 40–54
Citation in format AMSBIB
\Bibitem{ShcLap04}
\by E.~Yu.~Shchetinin, A.~S.~Lapushkin
\paper Statistical methods and mathematical models of financial risks estimating
\jour Matem. Mod.
\yr 2004
\vol 16
\issue 5
\pages 40--54
\mathnet{http://mi.mathnet.ru/mm294}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2081525}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математическое моделирование
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