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Estimation
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Using conditional Copula to estimate value-at-risk in Vietnam's foreign exchange market
Nguyen, Vu-Linh
;
Huynh, Van-Nam
- In:
Econometrics of risk
,
(pp. 471-482)
.
2015
Persistent link: https://www.econbiz.de/10010498494
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Huynh, Van-Nam
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contributor
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2013
-
1., 2013
Persistent link: https://www.econbiz.de/10009683104
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