基于M-Copula-SV-t模型的高维组合风险度量

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|volume|2|1-9

ISSN: 1003-207x

Source: 中国管理科学, Vol.volume, Iss.2, 2017-01, pp. : 1-9

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract