基于Copula函数的组合资产条件相依性模型及其应用

易文德

Conditional dependence models and its applications of portfolios of assets based on Copula functions

YI Wen-de

系统工程理论与实践 . 2011, (6): 1004 -1013 . DOI: 10.12011/1000-6788(2011)6-1004