基于扭曲混合Copula和ARMA-GARCH-t模型的投资组合风险分析——以上证综指、中证综合债和上证基金为例

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-1566|36|6|1131-1140

ISSN: 1002-1566

Source: 数理统计与管理, Vol.36, Iss.6, 2017-01, pp. : 1131-1140

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