Browse "MA-Journal Papers(저널논문)" byAuthorBai, Yang

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A rolling analysis on the prediction of value at risk with multivariate GARCH and copula

Bai, Yang; Dang, Yibo; Park, Cheolwooresearcher; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.25, no.6, pp.605 - 618, 2018-11

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