Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach

Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach

Karmakar, M.
international journal of forecasting 2019 Vol. 35 pp. 699-709
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karmakar2019intradayinternational

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20191
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