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Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Cover Image
Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor N. F. - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10010152298