Multiscale dependence analysis and portfolio risk modeling for precious metal markets | |
He, Kaijian; Liu, Youjin; Yu, Lean; Lai, Kin Keung | |
刊名 | Resources Policy |
2016 | |
卷号 | Vol.50页码:224-233 |
关键词 | Precious metal markets Portfolio value at risk Copula GARCH model Bivariate Empirical Mode Decomposition (BEMD) model |
ISSN号 | 0301-4207 |
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/6075220 |
专题 | 湖南大学 |
作者单位 | 1.School of Business, Hunan University of Science and Technology, Xiangtan 2.411201, China 3.School of Economics and Management, Beijing University of Chemical Technology, Beijing 4.100029, China 5.Department of Industrial and Manufacturing Systems En |
推荐引用方式 GB/T 7714 | He, Kaijian,Liu, Youjin,Yu, Lean,et al. Multiscale dependence analysis and portfolio risk modeling for precious metal markets[J]. Resources Policy,2016,Vol.50:224-233. |
APA | He, Kaijian,Liu, Youjin,Yu, Lean,&Lai, Kin Keung.(2016).Multiscale dependence analysis and portfolio risk modeling for precious metal markets.Resources Policy,Vol.50,224-233. |
MLA | He, Kaijian,et al."Multiscale dependence analysis and portfolio risk modeling for precious metal markets".Resources Policy Vol.50(2016):224-233. |
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