| Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas | |
| Song, Quanrui; Liu, Jianxu; Sriboonchitta, Songsak | |
| 刊名 | MATHEMATICS
 |
| 2019 | |
| 卷号 | 7期号:3 |
| 关键词 | financial crisis vine copulas factor copulas value at risk expected shortfall |
| DOI | 10.3390/math7030274 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4533257 |
| 专题 | 山东大学 |
| 作者单位 | 1.Chiang Mai Univ, Fac Econ, Chiang Mai 50200, Thailand. 2.Shandong Univ Finance & Econ, Fac Econ |
| 推荐引用方式 GB/T 7714 | Song, Quanrui,Liu, Jianxu,Sriboonchitta, Songsak. Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas[J]. MATHEMATICS,2019,7(3). |
| APA | Song, Quanrui,Liu, Jianxu,&Sriboonchitta, Songsak.(2019).Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas.MATHEMATICS,7(3). |
| MLA | Song, Quanrui,et al."Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas".MATHEMATICS 7.3(2019). |
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