VaR measurement for stock portfolio based on BEMD-Copula-GARCH model

WANG Xuan, CAI Junling, TANG Ling, HE Kaijian

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (2) : 303-310.

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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 ›› 2017, Vol. 37 ›› Issue (2) : 303-310. DOI: 10.12011/1000-6788(2017)02-0303-08

VaR measurement for stock portfolio based on BEMD-Copula-GARCH model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(2): 303-310 https://doi.org/10.12011/1000-6788(2017)02-0303-08

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