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(r,parameters,sigmaone,sigmatwo,RHOHAT,s,cl)

Contact us