Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Sampid, Marius Galabe"'
Publikováno v:
International Journal of Emerging Markets, 2020, Vol. 16, Issue 5, pp. 952-974.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-02-2020-0169
Publikováno v:
In International Economics December 2018 156:175-192
Autor:
SAMPID, MARIUS GALABE1 hhashim@essex.ac.uk, HASIM, HASLIFAH M.1
Publikováno v:
Quantitative Finance. Nov2021, Vol. 21 Issue 11, p1955-1975. 21p.
Publikováno v:
PLoS ONE. 6/22/2018, Vol. 13 Issue 6, p1-33. 33p.
Autor:
Sampid, Marius Galabe
This thesis proposes new approaches to Value-at-Risk estimation using (1) Multivariate GARCH Dynamic Conditional Correlation volatility model with skewed Student’s-t distributions, (2) Bayesian GARCH model with Student’s-t distribution, and (3) B
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.754171
