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Article
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Latin America
Journal of Applied Sciences (2007)
  • Alper Ozun
  • Atilla Cifter, Marmara University
Publication Date
August, 2007
Citation Information
Alper Ozun and Atilla Cifter. "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Latin America" Journal of Applied Sciences Vol. 7 Iss. 14 (2007)
Available at: http://works.bepress.com/atilla_cifter/9/