Results 101 to 106 of about 50,421 (106)

Hedge Funds Portfolio Optimisation Using a Vine Copula-GARCH-EVT-CVaR Model

International Journal of Entrepreneurship and Small Business, 2020
exaly   +2 more sources

Quantile Forecasts Using the Realized GARCH-EVT Approach

Studies in Economics and Finance, 2018
Samit Paul
exaly  

Further Critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility Models and Related Approaches

Applied Mathematics and Computation, 2006
Michael Nwogugu
exaly  

Estimating the Portfolio Risk With Copula-GARCH-EVT Method: Empirical Study of Carbon Market

Advanced Materials Research, 2013
exaly  

Black–Litterman Portfolio Optimization Based on GARCH–EVT–Copula and LSTM Models

Annals of Operations Research
Bao Quoc Ta
exaly  

Perbandingan Model Value-at-Risk (VaR) Hybrid GARCH-EVT dan Model Standar dalam Pengukuran Risiko Ekstrem pada Portofolio Saham Sektoral di Indonesia

Variansi
Zulkifli Rais
exaly