Rank: 1033 based on 83 downloads (last 30 days) and 6 files submitted
photo

Ali Najjar

E-mail

Personal Profile:
Professional Interests:
Actuarial Science, Copula

 

Watch this Author's files

 

Files Posted by Ali View all
  • 1 - 5 of
  • 6
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
08 Oct 2012 Estimation value at risk by using Conditional Copula-GARCH Estimating VaR Author: Ali Najjar conditional copula ga..., var, guassian copula, garch, value at risk, finance 36 0
  • 5.0
5.0 | 2 ratings
28 Aug 2012 Screenshot Estimation value at risk by using Exponentially Weighted Moving Averagege Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average Author: Ali Najjar ewma, statistics, exponentially weighte..., var, finance, value at risk 20 1
  • 5.0
5.0 | 1 rating
27 Aug 2012 Screenshot vcVaR Function Estimation value at risk by using Variance-Covariance Method. Author: Ali Najjar value at risk, var, variancecovariance 12 0
19 Jul 2011 fitparp function fitparp estimate the parameters of specified GARCH marginals models Author: Ali Najjar garch, gjr, var, value at risk, auto regressive garch, auto regressive gjr 3 0
14 Jul 2011 fitModelpp function is modified of fitModel function in the Dynamic Copula 3.0 Author: Ali Najjar garch, fitparp, gjr, var, value at risk 4 0
Comments and Ratings on Ali's Files View all
  • 1 - 3 of
  • 3
Updated File Comment by Comments Rating
06 Apr 2013 Estimation value at risk by using Conditional Copula-GARCH Estimating VaR Author: Ali Najjar phix

19 Mar 2013 Estimation value at risk by using Conditional Copula-GARCH Estimating VaR Author: Ali Najjar Domi

14 Mar 2012 Estimation value at risk by using Exponentially Weighted Moving Averagege Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average Author: Ali Najjar Zhao, Yang

you mentioned that "cl" is confidence level vector, could you explain what's that mean?
Top Tags Applied by Ali
  • 1 - 5 of
  • 16
value at risk, var, garch, finance, conditional copula garch
Files Tagged by Ali View all
  • 1 - 5 of
  • 6
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
08 Oct 2012 Estimation value at risk by using Conditional Copula-GARCH Estimating VaR Author: Ali Najjar conditional copula ga..., var, guassian copula, garch, value at risk, finance 36 0
  • 5.0
5.0 | 2 ratings
28 Aug 2012 Screenshot Estimation value at risk by using Exponentially Weighted Moving Averagege Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average Author: Ali Najjar ewma, statistics, exponentially weighte..., var, finance, value at risk 20 1
  • 5.0
5.0 | 1 rating
27 Aug 2012 Screenshot vcVaR Function Estimation value at risk by using Variance-Covariance Method. Author: Ali Najjar value at risk, var, variancecovariance 12 0
19 Jul 2011 fitparp function fitparp estimate the parameters of specified GARCH marginals models Author: Ali Najjar garch, gjr, var, value at risk, auto regressive garch, auto regressive gjr 3 0
14 Jul 2011 fitModelpp function is modified of fitModel function in the Dynamic Copula 3.0 Author: Ali Najjar garch, fitparp, gjr, var, value at risk 4 0

Contact us