Risk forecast of investment portfolio based on GAS MIDAS Copula model

CAI Guanghui, XU Jun, YING Xuehai

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2030-2044.

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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 ›› 2021, Vol. 41 ›› Issue (8) : 2030-2044. DOI: 10.12011/SETP2020-2738

Risk forecast of investment portfolio based on GAS MIDAS Copula model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(8): 2030-2044 https://doi.org/10.12011/SETP2020-2738

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