Application of Copula-GARCH to Estimate VaR of a Portfolio with Credit Default Swaps

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Application of Copula-GARCH to Estimate VaR of a Portfolio with Credit Default Swaps"
written by Jhe-Jheng Huang, Leh-Chyan So,
published by Journal of Mathematical Finance, Vol.8 No.2, 2018

has been cited by the following article(s):

[1]	Developing the Methods of the Performance Evaluation of VaR Models Using Fuzzy TOPSIS and Copula-ARIMA-GARCH Model
	International Journal of Finance & Managerial …, 2023

[2]	Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio Containing Bitcoin
	2020