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Foreign exchange value-at-risk with multiple currency exposure : a multivariate and copula generalized conditional heteroskedasticity approach

Author: David W Maybury; Defence R&D Canada. Centre for Operational Research and Analysis,
Publisher: Ottawa, Ontario : Defence Research and Development Canada, 2014. ©2014
Series: Scientific report (Defence R & D Canada), DRDC-RDDC-2014-R62.
Edition/Format:   eBook : Document : National government publication : EnglishView all editions and formats
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Material Type: Document, Government publication, National government publication, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: David W Maybury; Defence R&D Canada. Centre for Operational Research and Analysis,
OCLC Number: 935108666
Language Note: Includes abstracts in English and French.
Notes: Distributed by the Government of Canada Depository Services Program (Weekly acquisitions list 2015-50).
"November 2014."
Description: 1 online resource (viii, 42 pages).
Series Title: Scientific report (Defence R & D Canada), DRDC-RDDC-2014-R62.
Responsibility: David W. Maybury.

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