Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets
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DOI: 10.18267/j.pep.293
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More about this item
Keywords
skewness; risk management; value at risk; bank; yield propability distribution function; risk aversion;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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