Risk evaluation of exchange rate portfolio based on the copula-GARCH approach


YILDIRIM E., CENGİZ M. A.

İstatistikçiler Dergisi: İstatistik ve Aktüerya, vol.17, no.1, pp.1-13, 2024 (TRDizin)

  • Publication Type: Article / Article
  • Volume: 17 Issue: 1
  • Publication Date: 2024
  • Journal Name: İstatistikçiler Dergisi: İstatistik ve Aktüerya
  • Journal Indexes: TR DİZİN (ULAKBİM)
  • Page Numbers: pp.1-13
  • Ankara Haci Bayram Veli University Affiliated: Yes