Nguyen, S. P., & Huynh, T. L. D. (2019). Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes. AIMS Press.
Chicago Style (17th ed.) CitationNguyen, Sang Phu, and Toan Luu Duc Huynh. Portfolio Optimization from a Copulas-GJR-GARCH-EVT-CVAR Model: Empirical Evidence from ASEAN Stock Indexes. AIMS Press, 2019.
MLA (8th ed.) CitationNguyen, Sang Phu, and Toan Luu Duc Huynh. Portfolio Optimization from a Copulas-GJR-GARCH-EVT-CVAR Model: Empirical Evidence from ASEAN Stock Indexes. AIMS Press, 2019.
Warning: These citations may not always be 100% accurate.