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Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk - MaRDI portal

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
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English
Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk
scientific article; zbMATH DE number 7522698

    Statements

    title
    Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (English)
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    publication date
    6 May 2022
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    zbMATH DE Number
    7522698
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    zbMATH Keywords
    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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    OpenAlex ID
    W3114853750
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