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	Empirical research of two-factor Vasicek model based on copulas (EI收录)
	Wu, Hengyu[1]; Chen, Peng[2]; Yan, Wu[2]; Hu, Genhua[3]
会议名称	BMEI 2011 - Proceedings 2011 International Conference on Business Management and Electronic Information
会议日期	May 13, 2011 - May 15, 2011
会议地点	Guangzhou, China
关键词	Information management Maximum likelihood estimation Mixtures Monte Carlo methods State space methods
URL标识	查看原文
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/2060593
专题	华南理工大学
作者单位	1.[1] School of Business Administration, South China University of Technology, Guangzhou, China 2.[2] School of Finance, Jiangxi University of Finance and Economics, Nanchang, China 3.[3] School of Economics, Guangdong University of Business Studies, Guangzhou, China
推荐引用方式 GB/T 7714	Wu, Hengyu[1],Chen, Peng[2],Yan, Wu[2],等. Empirical research of two-factor Vasicek model based on copulas (EI收录)[C]. 见:BMEI 2011 - Proceedings 2011 International Conference on Business Management and Electronic Information. Guangzhou, China. May 13, 2011 - May 15, 2011.

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