Ali Najjar
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Professional Interests: Actuarial Science, Copula
Statistics
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Your submissions were downloaded 10 or more times in a month
Awarded to Ali Najjar on 01 Nov 2019
Your submissions received 3 five star ratings
Awarded to Ali Najjar on 09 Oct 2019
Publish your first submission
Awarded to Ali Najjar on 09 Oct 2019
Feeds
Submitted
Estimation value at risk by using Conditional Copula-GARCH
Estimating VaR
11 years ago | 6 downloads |
Submitted
Estimation value at risk by using Exponentially Weighted Moving Averagege
Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average
11 years ago | 1 download |
Submitted
vcVaR Function
Estimation value at risk by using Variance-Covariance Method.
11 years ago | 1 download |
Submitted
fitparp function
fitparp estimate the parameters of specified GARCH marginals models
13 years ago | 1 download |
Submitted
fitModelpp function
is modified of fitModel function in the Dynamic Copula 3.0
13 years ago | 2 downloads |
Submitted
Estimation value at risk by using Conditional Copula-GARCH
This function estimate VaR of portfolio composed of two stocks return
13 years ago | 4 downloads |
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