Article citationsMore>>

Huang, J.J., Lee, K.J., Liang, H. and Lin, W.F. (2009) Estimating Value at Risk of Portfolio by Conditional Copula-GARCH Method. Insurance: Mathematics and Economics, 45, 315-324.
https://doi.org/10.1016/j.insmatheco.2009.09.009

has been cited by the following article: