VaR forecasts of marginal risks for one day along with backtesting based on (a)symmetric GARCH(1,1) model under perfect dependence and vine copula-based dependence assumptions.
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https://figshare.com/articles/dataset/VaR_forecasts_of_marginal_risks_for_one_day_along_with_backtesting_based_on_a_symmetric_GARCH_1_1_model_under_perfect_dependence_and_vine_copula-based_dependence_assumptions_/13485219
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资源简介：
VaR forecasts of marginal risks for one day along with backtesting based on (a)symmetric GARCH(1,1) model under perfect dependence and vine copula-based dependence assumptions.
创建时间：
2020-12-23
