Browsing Bachelor Thesis - Mathematics by Author "Tran, Minh Tuyen"
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Application Garch-Evt-Copula For Estimation Of Value At Risk
Tran, Minh Tuyen (2020)Value at Risk (VaR) is widely used risk measure in risk management. It is defined as the maximum probable loss on a given portfolio under normal circumstances, commonly accepted as a standard measure of market risk. In ...