- ACopula-EVTModelBasedPortfoliosVaRMeasurementStudy;AValue-at-RishModelBasedonConpula-EVT;ReturnsDistributioninFinancialMarketsandEVTRiskMeasures;ApplicationofGARCH-EVTModelinDynamicVaR;MeasuringPortfolioESRiskMeasurebyaCopula-EVTBasedApproach;TheAppl...
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