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