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Portfolio value-at-risk estimation in energy futures markets with time-varying c.zip
本附件包括：
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model.pdf
427.46 KB
2019-5-8

Estimating value at risk of portfolio by conditional copula-GARCH method.pdf
2.07 MB
2014-9-19

Interest Rate Risk Management Based on Copula-GARCH Models.docx
53.33 KB
2014-1-9

Efficient estimation of copula-GARCH models.pdf.pdf
465.16 KB
2010-6-19

Efficient estimation of copula-GARCH models.pdf
465.16 KB
2009-12-27

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