Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model | |
Guo Ming; Qin Xuezhi | |
2017 | |
会议名称 | PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT |
会议日期 | 2017-01-01 |
关键词 | Multivariate extreme value theory tail dependence risk spillover effect |
页码 | 305-310 |
会议录 | PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT |
URL标识 | 查看原文 |
WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3292989 |
专题 | 大连理工大学 |
作者单位 | Dalian Univ Technol, Sch Management, Dalian 116024, Peoples R China. |
推荐引用方式 GB/T 7714 | Guo Ming,Qin Xuezhi. Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model[C]. 见:PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT. 2017-01-01. |
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