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

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

Name	Studies in Computational Intelligence
Volume	583

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@inbook{e2753d0f370040328b406cfef1be9feb,

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

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

year = "2015",

doi = "10.1007/978-3-319-13449-9\_33",

language = "English",

isbn = "978-3-319-13448-2",

series = "Studies in Computational Intelligence",

publisher = "Springer",

pages = "471--482",

editor = "Van-Nam Huynh",

booktitle = "Econometrics of Risk",

address = "Germany",

}

TY - CHAP

T1 - Using Conditional Copula to Estimate Value-at-Risk in Vietnam's Foreign Exchange Market

AU - Nguyen, Vu-Linh

AU - Huynh, Van-Nam

PY - 2015

Y1 - 2015

U2 - 10.1007/978-3-319-13449-9_33

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

M3 - Chapter

SN - 978-3-319-13448-2

T3 - Studies in Computational Intelligence

SP - 471

EP - 482

BT - Econometrics of Risk

A2 - Huynh, Van-Nam

PB - Springer

ER -