Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating value at risk of portfolio by conditional copula-GARCH method |
scientific article; zbMATH DE number 6004648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating value at risk of portfolio by conditional copula-GARCH method |
scientific article; zbMATH DE number 6004648 |
Statements
Estimating value at risk of portfolio by conditional copula-GARCH method (English)
0 references
10 February 2012
0 references
copula
0 references
GARCH
0 references
0 references
