HAL (France)open access
Dependence of Extreme Values, VaR, and Contagion During the COVID-19 Period: Analysis Using the Copula-GARCH Approach
0, Copula functions, Extreme value, COVID-19, Value-at-risk, 1, Conditional dependence, GARCH model
This document is indexed with metadata only — full text is not available in the archive for this record.
Open the official source ↗
Record · ID 460872
Retrieved via
Conceptio — every document is proof-bundled with source, license, and retrieval metadata.