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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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
