Estimating value at risk of portfolio by conditional copula-GARCH method (vol 43, pg 315, 2009)

被引：3
|
作者：
Huang, Jen-Tsung [2 ]
Lee, Kuo-Jung [1 ]
Liang, Hueimei [3 ]
Lin, Wei-Fu [2 ]
机构：
[1] Natl Pingtung Inst Commerce, Dept Commerce Automat & Management, Pingtung City 900, Taiwan
[2] Natl Sun Yat Sen Univ, Dept Finance, Kaohsiung 80424, Taiwan
[3] Natl Sun Yat Sen Univ, Dept Business Adm, Kaohsiung 80424, Taiwan
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2010年 / 46卷 / 02期
关键词：
D O I：
10.1016/j.insmatheco.2010.02.002
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：436 / 436
页数：1
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