基于高维动态藤Copula的汇率组合风险分析 Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula | |
韩超[1]; 严太华[1] | |
2017 | |
卷号 | 0页码:10-20 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3045413 |
专题 | 重庆大学 |
推荐引用方式 GB/T 7714 | 韩超[1],严太华[1]. 基于高维动态藤Copula的汇率组合风险分析 Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula[J],2017,0:10-20. |
APA | 韩超[1],&严太华[1].(2017).基于高维动态藤Copula的汇率组合风险分析 Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula.,0,10-20. |
MLA | 韩超[1],et al."基于高维动态藤Copula的汇率组合风险分析 Risk analysis of Foreign Exchange Portfolios Based on High-dimensional Dynamic Vine Copula".0(2017):10-20. |
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