Pages that link to "Item:Q475247"
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The following pages link to Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247):
Displaying 11 items.
- On Chinese stock markets: how have they evolved over time? (Q1621929) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Risk estimation in exchange rate markets based on stochastic copula approach (Q2088435) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (Q2151655) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models (Q5147625) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794) (← links)
- Is CSR linked to Idiosyncratic risk? Evidence from the copula approach (Q6547081) (← links)
