Estimation value at risk by using Conditional Copula-GARCH
Version 1.1.0.0 (103 KB) by
Ali Najjar
Estimating VaR
Estimating VaR of portfoilio by using Conditional copula GARCH(1,1) model.
Cite As
Ali Najjar (2024). Estimation value at risk by using Conditional Copula-GARCH (https://www.mathworks.com/matlabcentral/fileexchange/32154-estimation-value-at-risk-by-using-conditional-copula-garch), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2010b
Compatible with any release
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