Using conditional Copula to estimate value-at-risk in Vietnam's foreign exchange market
Year of publication: |
2015
|
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Authors: | Nguyen, Vu-Linh ; Huynh, Van-Nam |
Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 471-482
|
Subject: | Vietnam | Viet Nam | Devisenmarkt | Foreign exchange market | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Schätzung | Estimation |
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