Back-testing results following Bayesian GJR-GARCH(1,1) Student’s-t and Frank copula-EVT VaR models.
收藏Figshare2018-06-22 更新2026-04-29 收录
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https://figshare.com/articles/dataset/Back-testing_results_following_Bayesian_GJR-GARCH_1_1_Student_s-_i_t_i_and_Frank_copula-EVT_VaR_models_/6653705
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资源简介：
Back-testing results following Bayesian GJR-GARCH(1,1) Student’s-t and Frank copula-EVT VaR models.
创建时间：
2018-06-22
