Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas | |
Song, Quanrui; Liu, Jianxu; Sriboonchitta, Songsak | |
刊名 | MATHEMATICS |
2019 | |
卷号 | 7期号:3 |
关键词 | financial crisis vine copulas factor copulas value at risk expected shortfall |
DOI | 10.3390/math7030274 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4533257 |
专题 | 山东大学 |
作者单位 | 1.Chiang Mai Univ, Fac Econ, Chiang Mai 50200, Thailand. 2.Shandong Univ Finance & Econ, Fac Econ |
推荐引用方式 GB/T 7714 | Song, Quanrui,Liu, Jianxu,Sriboonchitta, Songsak. Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas[J]. MATHEMATICS,2019,7(3). |
APA | Song, Quanrui,Liu, Jianxu,&Sriboonchitta, Songsak.(2019).Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas.MATHEMATICS,7(3). |
MLA | Song, Quanrui,et al."Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas".MATHEMATICS 7.3(2019). |
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