GARCH-Copula Approach to Estimation of Value at Risk for Portfolios
(2012) MASM01 20121Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/2856008
@misc{2856008, author = {{Li, Yin}}, language = {{eng}}, note = {{Student Paper}}, title = {{GARCH-Copula Approach to Estimation of Value at Risk for Portfolios}}, year = {{2012}}, }