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papers-about--copula
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Update : 2015-02-25
Size : 3.73mb
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The paper mainly introduces the copula function parameter analysis method, model tests and specific empirical estimation.
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42基于PairCopula_GARCH_t的人民币汇率波动实证分析.pdf
69基于M_Copula_GJR_VaR模型的黄金市场最优套期保值比率研究.pdf
70基于Pair_Copula的社保基金投资组合风险测度研究.pdf
71基于时变Copula的房地产业与银行业尾部动态相关性研究.pdf
75基于Copula函数的股票相关性分析系统的设计与实现.pdf
76相关系数与Copula函数相关性比较研究.pdf
77一种选择最优copula的新方法.pdf
78乘积阿基米德Copula.pdf
79基于t_Copula函数的商业银行同业拆借利率风险分析.pdf
80基于Copula函数的秩相关和尾相关研究.pdf
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