Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148): Difference between revisions

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+Huei-Mei Liang
@@ Property / author: Huei-Mei Liang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2009.09.009
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+W2021923895
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@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
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+Q4220711
@@ Property / cites work: Q4220711 / rank @@
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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