
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.
Risk forecast of investment portfolio based on GAS MIDAS Copula model
long memory / mixed data sampling / generalized autoregressive score / Copula model {{custom_keyword}} /
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