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	Multivariate Time-Varying G-H Copula GARCH Model and Its Application in the Financial Market Risk Measurement
	Chen, Qi-an[1]; Wang, Dan[1]; Pan, Mingyong[2]
	2015
卷号	2015
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2979496
专题	重庆大学
推荐引用方式 GB/T 7714	Chen, Qi-an[1],Wang, Dan[1],Pan, Mingyong[2]. Multivariate Time-Varying G-H Copula GARCH Model and Its Application in the Financial Market Risk Measurement[J],2015,2015.
APA	Chen, Qi-an[1],Wang, Dan[1],&Pan, Mingyong[2].(2015).Multivariate Time-Varying G-H Copula GARCH Model and Its Application in the Financial Market Risk Measurement.,2015.
MLA	Chen, Qi-an[1],et al."Multivariate Time-Varying G-H Copula GARCH Model and Its Application in the Financial Market Risk Measurement".2015(2015).

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