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

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Hoofdstuk › Academic › peer review

Originele taal-2	Engels
Titel	Econometrics of Risk
Redacteuren	Van-Nam Huynh
Uitgeverij	Springer
Pagina's	471-482
ISBN van elektronische versie	978-3-319-13449-9
ISBN van geprinte versie	978-3-319-13448-2
DOI's	https://doi.org/10.1007/978-3-319-13449-9_33
Status	Gepubliceerd - 2015
Extern gepubliceerd	Ja

Naam	Studies in Computational Intelligence
Volume	583

Toegang tot document

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

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

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Using Conditional Copula to Estimate Value-at-Risk in Vietnam's Foreign Exchange Market. / Nguyen, Vu-Linh (Corresponderende auteur); Huynh, Van-Nam.
Econometrics of Risk. reds. / Van-Nam Huynh. Springer, 2015. blz. 471-482 (Studies in Computational Intelligence; Vol. 583).

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Hoofdstuk › Academic › peer review

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