Measuring the dependence risk between QFII and HS300 index based on the Copula-ASV-EVT model

LI Qiang, ZHOU Xiaohua, LI Jing

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 570-579.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 570-579. DOI: 10.12011/1000-6788(2017)03-0570-10

Measuring the dependence risk between QFII and HS300 index based on the Copula-ASV-EVT model

  • LI Qiang1,2, ZHOU Xiaohua2, LI Jing3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(3): 570-579 https://doi.org/10.12011/1000-6788(2017)03-0570-10

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