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	Multiscale dependence analysis and portfolio risk modeling for precious metal markets
	He, Kaijian; Liu, Youjin; Yu, Lean; Lai, Kin Keung
刊名	Resources Policy
	2016
卷号	Vol.50页码:224-233
关键词	Precious metal markets Portfolio value at risk Copula GARCH model Bivariate Empirical Mode Decomposition (BEMD) model
ISSN号	0301-4207
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6075220
专题	湖南大学
作者单位	1.School of Business, Hunan University of Science and Technology, Xiangtan 2.411201, China 3.School of Economics and Management, Beijing University of Chemical Technology, Beijing 4.100029, China 5.Department of Industrial and Manufacturing Systems En
推荐引用方式 GB/T 7714	He, Kaijian,Liu, Youjin,Yu, Lean,et al. Multiscale dependence analysis and portfolio risk modeling for precious metal markets[J]. Resources Policy,2016,Vol.50:224-233.
APA	He, Kaijian,Liu, Youjin,Yu, Lean,&Lai, Kin Keung.(2016).Multiscale dependence analysis and portfolio risk modeling for precious metal markets.Resources Policy,Vol.50,224-233.
MLA	He, Kaijian,et al."Multiscale dependence analysis and portfolio risk modeling for precious metal markets".Resources Policy Vol.50(2016):224-233.

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