Pages that link to "Item:Q5171775"
From MaRDI portal
The following pages link to Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775):
Displaying 3 items.
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)