基于Copula-VaR的能源投资组合价格风险度量研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-6788|35|3|771-779

ISSN: 1000-6788

Source: 系统工程理论与实践, Vol.35, Iss.3, 2015-01, pp. : 771-779

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Abstract