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GARCH-Copula Approach to Estimation of Value at Risk for Portfolios

Li, Yin (2012) MASM01 20121
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Li, Yin
supervisor
organization
course
MASM01 20121
year
type
H2 - Master's Degree (Two Years)
subject
language
English
id
2856008
date added to LUP
2012-06-27 11:34:10
date last changed
2012-06-27 11:34:10
@misc{2856008,
  author       = {Li, Yin},
  language     = {eng},
  note         = {Student Paper},
  title        = {GARCH-Copula Approach to Estimation of Value at Risk for Portfolios},
  year         = {2012},
}