Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220): Difference between revisions

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Latest revision as of 15:08, 16 July 2024

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Forecasting VaR and ES of stock index portfolio: a vine copula method
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    Forecasting VaR and ES of stock index portfolio: a vine copula method (English)
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    20 September 2018
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    DCCA
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    vine copula
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    Monte Carlo
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    VaR
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    ES
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