fitModelpp function
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This function implemented by fitparp function.
Free download from Shareware Connection - This function implemented by fitparp function.
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 27-06-2013 | Rating: 0 | Title: fitModelpp function
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/32217/1/fitModelpp.zip
fitparp function - This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio
Estimation value at risk by using Exponentially Weighted Moving Averagege - This file contains three m-file which estimate the Value at Risk (VaR) of portfolio composed of two stocks price by using Exponentially Weighted Moving Average.
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fitparp function - This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio
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