t-Copula-GARCH模型在沪深市场联动风险测算中的应用研究-基于拟蒙特卡罗模拟方法

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1674-8425|30|6|36-43

ISSN: 1674-8425

Source: 重庆理工大学学报:社会科学, Vol.30, Iss.6, 2017-01, pp. : 36-43

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Abstract