Estimation value at risk by using Conditional Copula-GARCH

by

Ali Najjar (view profile)

 

09 Jul 2011 (Updated )

Estimating VaR

Copula111gGarch111VaR.zip
Copula111gGarch111VaR/Function/copula111gGarch111VaR.m
Copula111gGarch111VaR/FunctionArguments/copula111gGarch111VaRArgument.mat
license.txt

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