资产组合的集成风险度量及其应用——基于最优拟合Copula函数的VaR方法

Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (6) : 14-21.

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PDF(446 KB)
Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (6) : 14-21. DOI: 10.12011/1000-6788(2008)6-14
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