已选(0)清除
条数/页: 排序方式:
|
| 基于CVaR风险度量的V2G备用合约优化与协调决策 Optimization and Coordination Decisions for V2G Reserve Contract Based on CVaR Risk Measurement 期刊论文 2018, 卷号: 26, 页码: 167-177 作者: 黄守军[1]; 杨俊[2]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2019/11/30 |
| 基于双曲型谱风险度量的大用户购电策略 Big Users' Electricity Purchasing Strategy Based on Hyperbolic Spectrum Risk Measure 期刊论文 2018, 卷号: 27, 页码: 138-143 作者: 鲁皓[1]; 林荫华[2]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2019/11/30 |
| 基于单因子MSV-CoVaR模型的金融市场风险溢出度量研究 Study on TheRisk Spillover Effect of China's Financial Market Based on AFactor-MSV-CoVaR Model 期刊论文 2017, 卷号: 25, 页码: 21-26 作者: 陈九生[1]; 周孝华[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:8/0  |  提交时间:2019/11/28 |
| 境内外人民币利率风险溢出度量研究——基于MSV-CoVaR模型的实证分析 Research on the Risk Spillover Effect of RMB Interest Rates Between Onshore and Offshore RMB Interest Rates—Based on MSV-CoVaR Model 期刊论文 2017, 卷号: 35, 页码: 48-57 作者: 陈九生[1,2]; 周孝华[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:9/0  |  提交时间:2019/11/29 |
| 基于Copula—ASV—EVT的QFII和HS300指数相关性风险度量 Measuring the dependence risk between QFII and HS300 index based on the Copula-ASV-EVT model 期刊论文 2017, 卷号: 37, 页码: 570-579 作者: 李强[1,2]; 周孝华[2]; 李婧[3]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2019/11/30 |
| 基于Copula-ASV-EVT-CoVaR模型的中小板与创业板风险溢出度量研究 Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model 期刊论文 2016, 卷号: 36, 页码: 559-568 作者: 周孝华[1]; 陈九生[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:4/0  |  提交时间:2019/11/28 |
| 基于GARCH-EVT-COPULA模型的外汇投资组合风险度量研究 Measuring the Value-At-Risk of Foreign Exchange Portfolio by a Garch-Evt-Copula Based Model 期刊论文 2015, 卷号: 0, 页码: 183-193 作者: 苟红军[1]; 陈迅[1]; 花拥军[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:2/0  |  提交时间:2019/11/28 |
| 基于M-Copula-EGARCH-M-GED模型的相关风险度量及投资组合优化 Measurement of Correlation Risk and Optimization of Portfolio Selection Based on M-Copula-EGARCH-M-GED Model 期刊论文 2015, 卷号: 29, 页码: 37-46 作者: 宗钦原[1]; 申建平[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:2/0  |  提交时间:2019/11/29 |
| 基于SV-GED模型的极值风险度量研究 A Research Based On SV-GED Model of Extreme Risk Measure 期刊论文 2014, 卷号: 28, 页码: 171-178 作者: 周孝华[1]; 张保帅[1]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:5/0  |  提交时间:2019/11/28 |
| 交易对手信用风险的度量及其防范 期刊论文 2014, 页码: 8-14 作者: 巴曙松[1]; 曾智[2]; 朱元倩[3,4]
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:1/0  |  提交时间:2019/11/28 |