Browsing by Author "Klepáč, Václav"

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Predicting financial distress of agriculture companies in EU

Klepáč, Václav; Hampel, David (Česká akademie zemědělských věd, 2017)

The objective of this paper is prediction of financial distress (default of payment or insolvency) of 250 agriculture business companies in EU from which 62 companies defaulted in 2014 with respect to lag of the used ...
Using HMM Approach for Assessing Quality of Value at Risk Estimation: Evidence from PSE Listed Company

Konderla, Tomáš; Klepáč, Václav (Mendelova univerzita v Brně, 2017)

The article points out the possibilities of using Hidden Markov model (abbrev. HMM) for estimation of Value at Risk metrics (abbrev. VaR) in sample. For the illustration we use data of the company listed on Prague Stock ...