scholarly journals Research on Portfolio Risk Prediction Based on Copula-GJR-Skewt Model

Author(s):  
Xiangqing Wei
2012 ◽  
Vol 45 (12) ◽  
pp. 10-11
Author(s):  
MARY ANN MOON
Keyword(s):  

2020 ◽  
Author(s):  
C Haudum ◽  
E Kolesnik ◽  
N Tripolt ◽  
Thomas R. Pieber ◽  
B Obermayer-Pietsch
Keyword(s):  

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