Selected Entire List   Nooshi, Nima  PhD Student   Karlsruhe Institute of Technology  Kaiserstraße 12  Karlsruhe, Baden Württemberg 76131  Germany  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Nooshi, Nima's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 136 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model | Show Abstract Hide Abstract | Download | Working Paper Series Nooshi, Nima Karlsruhe Institute of Technology Kim, Young Shin University of Karlsruhe Rachev, Svetlozar University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Fabozzi, Frank J. EDHEC Business School Posted: 18 Mar 12 136 (106,565)   Fat-tailed distribution, ARMA-GARCH, VaR. Backtesting, Marginal VaR, Risk Budgeting, Portfolio Optimization Records 1 - 1 of 1 matches [ 1 ]

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