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Ali Najjar


Last seen: oltre un anno fa |  Attivo dal 2011

Followers: 0   Following: 0

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Professional Interests: Actuarial Science, Copula

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Estimation value at risk by using Conditional Copula-GARCH
Estimating VaR

quasi 12 anni fa | 3 download |

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Estimation value at risk by using Exponentially Weighted Moving Averagege
Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average

quasi 12 anni fa | 4 download |

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vcVaR Function
Estimation value at risk by using Variance-Covariance Method.

quasi 12 anni fa | 1 download |

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fitparp function
fitparp estimate the parameters of specified GARCH marginals models

circa 13 anni fa | 1 download |

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fitModelpp function
is modified of fitModel function in the Dynamic Copula 3.0

circa 13 anni fa | 2 download |

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Estimation value at risk by using Conditional Copula-GARCH
This function estimate VaR of portfolio composed of two stocks return

circa 13 anni fa | 1 download |