Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market (Q4558861)
From MaRDI portal
scientific article; zbMATH DE number 6987166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market |
scientific article; zbMATH DE number 6987166 |
Statements
Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market (English)
0 references
30 November 2018
0 references
copula
0 references
value-at-risk (VaR)
0 references
AR(1)-GARCH(1, 1)
0 references
foreign exchange market
0 references
