J.M. Wororomi, M. EXPLORATIVE STUDY ON DEPENDENCE THROUGH VINE COPULA AND ITS APPLICATION FOR AGGREGATE RISK MEASURE WITH GARCH CLASS MODEL.

J.M. Wororomi, Martha. EXPLORATIVE STUDY ON DEPENDENCE THROUGH VINE COPULA AND ITS APPLICATION FOR AGGREGATE RISK MEASURE WITH GARCH CLASS MODEL.

J.M. Wororomi, Martha. EXPLORATIVE STUDY ON DEPENDENCE THROUGH VINE COPULA AND ITS APPLICATION FOR AGGREGATE RISK MEASURE WITH GARCH CLASS MODEL.