Pages that link to "Item:Q1783220"
From MaRDI portal
The following pages link to Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220):
Displaying 4 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)
- Portfolio quantile forecasts based on vine copula and realized GARCH (Q2824474) (← links)
- Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 (Q2871286) (← links)