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Ali Najjar
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Professional Interests: Actuarial Science, Copula
Statistics
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Feeds
Submitted
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 |
![Thumbnail](/matlabcentral/mlc-downloads/downloads/submissions/32251/versions/2/screenshot.png)
Submitted
vcVaR Function
Estimation value at risk by using Variance-Covariance Method.
bijna 12 jaar ago | 1 download |
![Thumbnail](/matlabcentral/mlc-downloads/downloads/submissions/32313/versions/2/screenshot.jpg)
Submitted
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 |