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

页码：436 / 436

页数：1

共 41 条

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