Using Conditional Copula to Estimate Value-at-Risk in Vietnam's Foreign Exchange Market

Vu-Linh Nguyen; Van-Nam Huynh

doi:10.1007/978-3-319-13449-9_33

Using Conditional Copula to Estimate Value-at-Risk in Vietnam's Foreign Exchange Market

Vu-Linh Nguyen, Van-Nam Huynh

Uncertainty in Artificial Intelligence

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review

1 Citation (Scopus)

Original language	English
Title of host publication	Springer
Publisher	Springer
Pages	471-482
DOIs	https://doi.org/10.1007/978-3-319-13449-9_33
Publication status	Published - 2015

Bibliographical note

DBLP's bibliographic metadata records provided through http://dblp.org/search/publ/api are distributed under a Creative Commons CC0 1.0 Universal Public Domain Dedication. Although the bibliographic metadata records are provided consistent with CC0 1.0 Dedication, the content described by the metadata records is not. Content may be subject to copyright, rights of privacy, rights of publicity and other restrictions.

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10.1007/978-3-319-13449-9_33

Cite this

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author = "Vu-Linh Nguyen and Van-Nam Huynh",

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