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Browsing by Subject "Backtesting, Copulas, Currency Exchange Rate, Dependence Modelling, GARCH-EVT-Copula Model, Portfolio Risk, Value-at-Risk"

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Title: Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Gichuhi, Antony W. Date: 2018-05-31

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