VaR forecasts of portfolio risk for one day along with backtesting and diversification coefficient based on (a)symmetric GARCH(1,1) model.
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https://figshare.com/articles/dataset/VaR_forecasts_of_portfolio_risk_for_one_day_along_with_backtesting_and_diversification_coefficient_based_on_a_symmetric_GARCH_1_1_model_/13485222
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资源简介：
VaR forecasts of portfolio risk for one day along with backtesting and diversification coefficient based on (a)symmetric GARCH(1,1) model.
创建时间：
2020-12-23
