Intraday portfolio risk management using VaR and CVaR: A CGARCH-EVT-Copula approach. Vol. 35, Issue 2, pp: 699-709
![](/sites/default/files/styles/thumbnail/public/images/iimc_logo_for_pdf_5_374.png?itok=DT6gxCiT)
Written By
Prof. Samit Paul , Madhusudan Karmakar
Published On
International Journal of Forecasting ISSN: 0169-2070 ISSN Online: 1872-8200