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VaR and ES Calculation with a Bayesian Dynamic tCopula-GARCH Model

Advances in Cross-Section Data Methods in Applied Economic Research Pub Date : 2019-06-04 DOI:10.1007/978-3-030-38253-7_46
Justyna Mokrzycka
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基于贝叶斯动态tCopula-GARCH模型的VaR和ES计算
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Advances in Cross-Section Data Methods in Applied Economic Research
Advances in Cross-Section Data Methods in Applied Economic Research
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