基于Copula-GARCH模型的投资组合日收益率的相关性的风险度量实证研究与应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-9444|33|6|47-51

ISSN: 1004-9444

Source: 德州学院学报, Vol.33, Iss.6, 2017-01, pp. : 47-51

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Abstract