Journals A-Z
All Subjects
Free Journals
sciepub.com

1 results for Multivariate GARCH models.

Parameters for your search query:
Keyword    Multivariate GARCH models

Open AccessArticle
Export: RIS | BibTeX | EndNote
Univariate and Multivariate Volatility Models for Portfolio Value at Risk
by Jingyi Xiao, Siqi Mao, Xufeng Niu and Yixin Kang
Journal of Finance and Economics. 2024, 12(1), 1-14. DOI: 10.12691/jfe-12-1-1
Pub. Date: February 02, 2024Views: 1721Downloads: 4704
Value at Risk (VaR) GARCH-type Model Multivariate GARCH models
Abstract Full Text PDF (809 KB) Full Text HTML Full Text ePUB (805 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types