Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425)
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scientific article; zbMATH DE number 7522698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk |
scientific article; zbMATH DE number 7522698 |
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Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (English)
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6 May 2022
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tail dependence
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risk
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finance
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conditional copulas
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APARCH
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