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Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas 期刊论文
MATHEMATICS, 2019, 卷号: 7, 期号: 3
作者:  Song, Quanrui;  Liu, Jianxu;  Sriboonchitta, Songsak
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Pricing of Basket Default Swaps Based on Factor Copulas and NIG 会议论文
3rd International Conference on Information Technology and Quantitative Management (ITQM), Rio De Janeiro, BRAZIL, 2015-01-01
作者:  Li, Ping;  Liu, Jie;  Zhang, Xinyun;  Huang, Guangdong
收藏  |  浏览/下载:2/0  |  提交时间:2020/01/06
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence 期刊论文
2010, 2010
Yang, Jingping; Cheng, Shihong; Zhang, Lihong
收藏  |  浏览/下载:2/0
Copula凸分解中同单调因子和反同单调因子的估计及检验 学位论文
2010, 2010
陈恩荣
收藏  |  浏览/下载:3/0  |  提交时间:2016/02/14
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence 其他
2006-01-01
Yang, Jingping; Cheng, Shihong; Zhang, Lihong
收藏  |  浏览/下载:2/0  |  提交时间:2015/11/12
Empirical research of two-factor Vasicek model based on copulas (EI收录) 会议论文
BMEI 2011 - Proceedings 2011 International Conference on Business Management and Electronic Information, Guangzhou, China, May 13, 2011 - May 15, 2011
作者:  Wu, Hengyu[1];  Chen, Peng[2];  Yan, Wu[2];  Hu, Genhua[3]
收藏  |  浏览/下载:0/0  |  提交时间:2019/04/15


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