"Copula Based Volatility Models and Extreme Value Theory for Portfolio ..."

Apiwat Ayusuk, Songsak Sriboonchitta (2016)

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DOI: 10.1007/978-3-319-27284-9_17

access: closed

type: Part in Book or Collection

metadata version: 2020-10-26

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Apiwat Ayusuk, Songsak Sriboonchitta:
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets. Causal Inference in Econometrics 2016: 279-293

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