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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