Portfolios Risk Management Based on Time-Varying Copulas-CVaR Model --Empirical Analysis on China’s Equity and Index Future Markets
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All Author(s) ListDING, Yue, CHONG Tai Leung, PARK Sung Yong
Name of Conference廈門大學全國數量學經濟學博士生學術論壇
Start Date of Conference08/12/2012
Proceedings Title廈門大學全國數量學經濟學博士生學術論壇
Year2012
Month12
Pages20
LanguagesEnglish-United Kingdom
Keywordsdependence structure; risk management; time-varying Copulas

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