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subject:"ARCH model"
~isPartOf:"Department of Economics discussion papers"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~type_genre:"Working Paper"
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ARCH model
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Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
2
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
3
Forecasting value at risk in emering Arab stock markets
Guermat, Cherif
(
contributor
);
Hadri, Kaddour
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001953715
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