Pages that link to "Item:Q659148"
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The following pages link to Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148):
Displaying 19 items.
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
- Some new results on the empirical copula estimator with applications (Q383948) (← links)
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- Risk estimation in exchange rate markets based on stochastic copula approach (Q2088435) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Dynamic currency futures and options hedging model (Q2298819) (← links)
- The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Methanol futures hedging with skewed normal distribution by copula method (Q5031272) (← links)
- A dynamic double asymmetric copula generalized autoregressive conditional heteroskedasticity model: application to China's and US stock market (Q5130150) (← links)
- Shuffle of min’s random variable approximations of bivariate copulas’ realization (Q5160178) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- (Q6154768) (← links)
