African Journal of
Business Management

  • Abbreviation: Afr. J. Bus. Manage.
  • Language: English
  • ISSN: 1993-8233
  • DOI: 10.5897/AJBM
  • Start Year: 2007
  • Published Articles: 4190

Full Length Research Paper

Portfolio value at risk with Copula-ARMAX-GJR-GARCH model: Evidence from the gold and silver futures

Wo-Chiang Lee* and Hui-Na Lin
Department of Banking and Finance, Tamkang University and Chihlee Institute of Technology, Taiwan.
Email: [email protected]

  •  Accepted: 30 July 2010
  •  Published: 04 March 2011

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