Alper Ozun
Market Risk Management, Is Bank of Turkey, Istanbul, Turkey
Atilla Cifter
Financial Reporting Vice President, Deniz Yatirim-Dex1a Group, Istanbul, Turkey
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How to cite this article
Alper Ozun and Atilla Cifter, 2007. Portfolio Value-at-Risk with Time-Varying Copula: Evidence from Latin America. Journal of Applied Sciences, 7: 1916-1923.
DOI: 10.3923/jas.2007.1916.1923
URL: https://scialert.net/abstract/?doi=jas.2007.1916.1923
DOI: 10.3923/jas.2007.1916.1923
URL: https://scialert.net/abstract/?doi=jas.2007.1916.1923