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Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks

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Figure

Figure 1: Time plots of daily log return series for UK stocks (panel (a)), and German stocks (panel (b)), for the period from 31 December 2004 to 31 December 2015.
Figure 2: Time plots of daily log return series for Swedish stocks (panel (a)), and French stocks (panel (b)), for the period from 31 December 2004 to 31 December 2015.
Figure 3: Time plots of daily log return series for Spanish stocks (panel (a)), and Italian stocks (panel (b)), for the period from 31 December 2004 to 31 December 2015.
Figure 4: Time plots of daily log return series using stocks from Greece for the period from 31 December 2004 to 31 December 2015
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