Ali Najjar

Last seen: fast 2 Jahre vor | Aktiv seit 2011

Followers: 0 Following: 0

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Professional Interests: Actuarial Science, Copula

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fast 12 Jahre vor | 3 Downloads |

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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

fast 12 Jahre vor | 4 Downloads |

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

etwa 12 Jahre vor | 1 Download |

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fitparp function
fitparp estimate the parameters of specified GARCH marginals models

etwa 13 Jahre vor | 1 Download |

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

etwa 13 Jahre vor | 2 Downloads |

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

etwa 13 Jahre vor | 1 Download |

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