Pages that link to "Item:Q1783220"

The following pages link to Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220):

Displaying 2 items.

• Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
• A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)