Measuring Risk of Portfolio: GARCH-Copula Model
Samia Ben Messaoud , Chaker Aloui
Journal of Economic Integration. 2015;30(1):172-205.   Published online 2015 Mar 4     DOI: https://doi.org/10.11130/jei.2015.30.1.172
Citations to this article as recorded by Crossref logo
Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach
Khreshna Syuhada, Risti Nur’aini, Mahfudhotin
Journal of Applied Mathematics.2020; 2020: 1.     CrossRef
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management
Mike K.P. So, Thomas W.C. Chan, Amanda M.Y. Chu
Journal of Econometrics.2020;[Epub]     CrossRef
Value-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s
Iis Dewi Ratih, Brodjol Sutijo Supri Ulama, Mike Prastuti
Journal of Physics: Conference Series.2018; 974: 012029.     CrossRef