Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
| Year of publication: |
2013
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|---|---|
| Authors: | Weiß, Gregor N. F. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 41.2013, 2, p. 179-202
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