View License

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video

Highlights from
Estimation value at risk by using Conditional Copula-GARCH

Join the 15-year community celebration.

Play games and win prizes!

» Learn more

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

Contact us