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

YI Wen-de

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (6) : 1004-1013.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (6) : 1004-1013. DOI: 10.12011/1000-6788(2011)6-1004
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Conditional dependence models and its applications of portfolios of assets based on Copula functions

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(6): 1004-1013 https://doi.org/10.12011/1000-6788(2011)6-1004

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