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Publications by Noriszura Ismail

Dependence Modeling and Portfolio Risk Estimation Using GARCH-Copula Approach

Sains Malaysiana

Multidisciplinary

English

Authors: Nurul Hanis Aminuddin Jafry ; Ruzanna Ab Razak ; Noriszura Ismail

Journal of Social Sciences Research

Social Sciences

English

Related publications

Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

Quantitative Finance

English

Assessment of Conditional Dependence Structure in Commodity Futures Markets Using Copula-Garch Models and Fuzzy Clustering Methods

English

RISK MANAGEMENT OF EQUITY PORTFOLIO WITH LARGE SKEWNESS AND KURTOSIS USING T COPULA

Transactions of the Operations Research Society of Japan

English

Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment

SSRN Electronic Journal

English

Penerapan Metode GARCH-Vine Copula Untuk Estimasi Value at Risk (VaR) Pada Portofolio

English

Large Portfolio Credit Risk Modeling

International Journal of Theoretical and Applied Finance

English

Archimedean Copula Estimation Using Bayesian Splines Smoothing Techniques

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function

Communications in Statistics Part B: Simulation and Computation

English

Portfolio Optimization Using the GO-GARCH Model: Evidence From Ukrainian Stock Exchange

Economic Annals-XXI

Political Science

English