中图分类号:
F830.91
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参考文献
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[8] Nelsen R B. An introduction to copulas[M]. 2nd ed. Springer Series in Statistics, 2006.
[9] Francesco S. Copula-based mixed models for bivariate rainfall data: An empirical study in regression perspective[J]. Stochastic Environmental Research and Risk Assessment, 2009, 23(5): 677-693.
[10] Claudia C, Rainer K, Eike C B, et al. A mixed copula model for insurance claims and claim sizes[J]. Scandinavian Actuarial Journal, 2012, 4: 278-288.
[11] Hu L. Dependence patterns across financial markets: A mixed copula approach[J]. Applied Financial Economics, 2006, 16(10): 717-729.
[12] Turgutlu E, Ucer B. Is global diversification rational? Evidence from emerging equity markets through mixed copula approach[J]. Applied Economics, 2010, 42(4): 647-658.
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脚注
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基金
国家自然科学基金(71102118);江西省高等学校教学改革研究课题(JXJG-13-4-10);江西省普通本科高校中青年教师发展计划访问学者专项资金项目
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