基于M-Copula-EGARCH-M-GED模型的相关风险度量及投资组合优化

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1674-8425|29|2|37-46

ISSN: 1674-8425

Source: 重庆理工大学学报:社会科学, Vol.29, Iss.2, 2015-01, pp. : 37-46

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Abstract