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Ali Najjar


Last seen: meer dan een jaar ago Active since 2011

Followers: 0   Following: 0

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Professional Interests: Actuarial Science, Copula

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  • 5-Star Galaxy Level 2
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Estimation value at risk by using Conditional Copula-GARCH
Estimating VaR

bijna 12 jaar ago | 3 downloads |

Submitted


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

bijna 12 jaar ago | 4 downloads |

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

bijna 12 jaar ago | 1 download |

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fitparp function
fitparp estimate the parameters of specified GARCH marginals models

ongeveer 13 jaar ago | 1 download |

Submitted


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

ongeveer 13 jaar ago | 2 downloads |

Submitted


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

ongeveer 13 jaar ago | 1 download |