{"title":"Univariate and Multivariate Volatility Models for Portfolio Value at Risk","authors":"Jingyi Xiao, Siqi Mao, Xufeng Niu, Yixin Kang","doi":"10.12691/jfe-12-1-1","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":517244,"journal":{"name":"Journal of Finance and Economics","volume":"10 9","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Finance and Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12691/jfe-12-1-1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}