Portfolio value at risk with Copula-ARMAX-GJRGARCH model: Evidence from the gold and silver futures
Wo-Chiang Lee* and Hui-Na Lin
[View Abstract] [View PDF] pp. 1-13 (1412 KB)M. PeÄujlija , R. BojaniÄ? , ð. Ä?osiÄ? , S. RadiÅ¡iÄ? , G. IvanoviÄ? and Z. DeliÄ?
[View Abstract] [View PDF] pp. 1-10 (539 KB)