Measurement of dynamic stocks portfolio VaR and its forecasting model based on vine copula

MA Feng, WEI Yu, HUANG Deng-shi

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (1) : 26-36.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (1) : 26-36. DOI: 10.12011/1000-6788(2015)1-26

Measurement of dynamic stocks portfolio VaR and its forecasting model based on vine copula

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(1): 26-36 https://doi.org/10.12011/1000-6788(2015)1-26

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