Ali Najjar
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Submitted
Estimation value at risk by using Conditional Copula-GARCH
Estimating VaR
ungefär 13 år ago | 1 download |
Submitted
Estimation value at risk by using Exponentially Weighted Moving Averagege
Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average
ungefär 13 år ago | 1 download |
Submitted
vcVaR Function
Estimation value at risk by using Variance-Covariance Method.
ungefär 13 år ago | 1 download |
Submitted
fitparp function
fitparp estimate the parameters of specified GARCH marginals models
mer än 14 år ago | 1 download |
Submitted
fitModelpp function
is modified of fitModel function in the Dynamic Copula 3.0
mer än 14 år ago | 1 download |
Submitted
Estimation value at risk by using Conditional Copula-GARCH
This function estimate VaR of portfolio composed of two stocks return
mer än 14 år ago | 1 download |
