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Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. The 9th (2017) International Conference on Financial Risk and Corporate Finance Management
Qin XZ(秦学志)
2017
会议名称The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017)
页码305-310
会议录The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017)
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WOS记录号[DB:DC_IDENTIFIER_WOSID]
内容类型会议论文
URI标识http://www.corc.org.cn/handle/1471x/3296704
专题大连理工大学
推荐引用方式
GB/T 7714
Qin XZ. Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. The 9th (2017) International Conference on Financial Risk and Corporate Finance Management[C]. 见:The 9th (2017) International Conference on Financial Risk and Corporate Finance Management (FRCFM2017).
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