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	Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory
	Ma, Y; Zhang, ZJ; Zhang, WG; Xu, WD
刊名	Computational Economics
	2015
卷号	Vol.45 No.4页码:647-668
关键词	Credit risk Bond portfolio Extreme value theory Hierarchical Gumbel copula
ISSN号	0927-7099
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/6091131
专题	湖南大学
作者单位	1.Hunan Univ, Coll Finance & Stat, Changsha 410079, Hunan, Peoples R China 2.Univ Wisconsin, Dept Stat, Madison, WI 53706 USA 3.S China Univ Technol, Sch Business Adm, Guangzhou 510641, Guangdong, Peoples R China 4.Zhejiang Univ, Sch Management, Hangzhou 310085, Zhejiang, Peoples R China
推荐引用方式 GB/T 7714	Ma, Y,Zhang, ZJ,Zhang, WG,et al. Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory[J]. Computational Economics,2015,Vol.45 No.4:647-668.
APA	Ma, Y,Zhang, ZJ,Zhang, WG,&Xu, WD.(2015).Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory.Computational Economics,Vol.45 No.4,647-668.
MLA	Ma, Y,et al."Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory".Computational Economics Vol.45 No.4(2015):647-668.

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