Expected versus observed number of exceptions following Bayesian MS-GJR-GARCH(1,1) and GJR-GARCH(1,1) copula-EVT VaR model.
收藏Figshare2018-06-22 更新2026-04-29 收录
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https://figshare.com/articles/dataset/Expected_versus_observed_number_of_exceptions_following_Bayesian_MS-GJR-GARCH_1_1_and_GJR-GARCH_1_1_copula-EVT_VaR_model_/6653696
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资源简介：
Expected versus observed number of exceptions following Bayesian MS-GJR-GARCH(1,1) and GJR-GARCH(1,1) copula-EVT VaR model.
创建时间：
2018-06-22
