Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting VaR and ES of stock index portfolio: a vine copula method |
scientific article |
Statements
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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