Using conditional Copula to estimate value-at-risk in Vietnam's foreign exchange market
Vu-Linh Nguyen and Van-Nam Huynh
| Year of publication: |
2015
|
|---|---|
| Authors: | Nguyen, Vu-Linh ; Huynh, Van-Nam |
| Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 471-482
|
| Subject: | Devisenmarkt | Foreign exchange market | Risikomaß | Risk measure | Vietnam | Viet Nam | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498494