Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148): Difference between revisions
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Revision as of 02:00, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating value at risk of portfolio by conditional copula-GARCH method |
scientific article |
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Estimating value at risk of portfolio by conditional copula-GARCH method (English)
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10 February 2012
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copula
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GARCH
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