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Copula's Transformation and Its Application in the Dependence Analysis 会议论文
4th International Institute of Statistics and Management Engineering Symposium (IISMES), JUL 24-29, 2011
作者:  Xie Qiang;  Li Shushan;  Chen Haiyang
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
Tail Dependence Analysis Based on Selective Sample Data 会议论文
4th International Institute of Statistics and Management Engineering Symposium (IISMES), JUL 24-29, 2011
作者:  Sun Wenli;  Li Shushan
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/31
An Empirical Research on Tail Dependence in China Stock Market 会议论文
作者:  Hou Chengqi;  Xu Xusong
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/05
A Study on Risk Measurements Exceeding VaR: TCE, CVaR and ES 会议论文
作者:  Wang Pin;  Xu Xusong
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/05
The coefficient of tail dependence and its application to market risk measurement 会议论文
作者:  Xu, XS;  Hou, CQ
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/05
The coefficient of tail dependence and its application to market risk measurement 会议论文
作者:  Xu, XS;  Hou, CQ
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/05


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