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Now showing items 1-4 of 4

The ARMA-APARCH-EVT Models Based on HAC in Dependence Modeling and Risk Assessment of a Financial Portfolio

Moutari, Natatou Dodo; Hassane, Abba Mallam; Diakarya, Barro (European Journal of Pure and Applied Science, 2021-11-10)
Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas

Hassane, Abba Mallam; Diakarya, Barro; WendKouni, Yaméogo (Hindawi, 2021-09-02)
Extremal Copulas and Tail Dependence in Modeling Stochastic Financial Risk

Mallam, Hassane Abba; Moutari, Natatou Dodo; Diakarya, Barro (European Journal of Pure and Applied Science, 2021-08-05)
Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas

Hassane, Abba Mallam; Diakarya, Barro; WendKouni, Yam´eogo (Hindawi, 2021-09-02)

Now showing items 1-4 of 4