Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148)
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scientific article; zbMATH DE number 6004648
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| English | Estimating value at risk of portfolio by conditional copula-GARCH method |
scientific article; zbMATH DE number 6004648 |
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Estimating value at risk of portfolio by conditional copula-GARCH method (English)
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10 February 2012
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copula
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GARCH
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0.8649918437004089
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0.8523003458976746
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0.8445296883583069
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0.8179880380630493
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0.809266209602356
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