✦ LIBER ✦
Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
✍ Scribed by Gregor N. F. Weiß
- Book ID
- 120765050
- Publisher
- Springer US
- Year
- 2012
- Tongue
- English
- Weight
- 379 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0924-865X
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