Empirical Research on VAR Model Based on GJR-GARCH, EVT and Copula
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Science Journal of Applied Mathematics and Statistics
سال: 2015
ISSN: 2376-9491
DOI: 10.11648/j.sjams.20150303.16