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08 Oct 2012 

Estimation value at risk by using Conditional CopulaGARCH Estimating VaR
Author: Ali Najjar 
finance, garch, guassian copula, var, value at risk, conditional copula ga... 
42 
1 
5.0 
3 ratings

28 Aug 2012 

Estimation value at risk by using Exponentially Weighted Moving Averagege Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average
Author: Ali Najjar 
value at risk, var, exponentially weighte..., statistics, finance, ewma 
16 
1 
5.0 
1 rating

27 Aug 2012 

vcVaR Function Estimation value at risk by using VarianceCovariance Method.
Author: Ali Najjar 
value at risk, var, variancecovariance 
14 
1 
4.0 
1 rating

19 Jul 2011 

fitparp function fitparp estimate the parameters of specified GARCH marginals models
Author: Ali Najjar 
garch, gjr, var, value at risk, auto regressive garch, auto regressive gjr 
11 
0 

14 Jul 2011 

fitModelpp function is modified of fitModel function in the Dynamic Copula 3.0
Author: Ali Najjar 
garch, fitparp, gjr, var, value at risk 
21 
0 

Files Matching Ali's Watch List 
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Updated 

File 
Tags 
Downloads (last 30 days) 
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08 Oct 2012 

Estimation value at risk by using Conditional CopulaGARCH Estimating VaR
Author: Ali Najjar 
finance, garch, guassian copula, var, value at risk, conditional copula ga... 
42 
1 
5.0 
3 ratings

28 Aug 2012 

Estimation value at risk by using Exponentially Weighted Moving Averagege Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average
Author: Ali Najjar 
value at risk, var, exponentially weighte..., statistics, finance, ewma 
16 
1 
5.0 
1 rating

27 Aug 2012 

vcVaR Function Estimation value at risk by using VarianceCovariance Method.
Author: Ali Najjar 
value at risk, var, variancecovariance 
14 
1 
4.0 
1 rating

19 Jul 2011 

fitparp function fitparp estimate the parameters of specified GARCH marginals models
Author: Ali Najjar 
garch, gjr, var, value at risk, auto regressive garch, auto regressive gjr 
11 
0 

14 Jul 2011 

fitModelpp function is modified of fitModel function in the Dynamic Copula 3.0
Author: Ali Najjar 
garch, fitparp, gjr, var, value at risk 
21 
0 


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