基于藤Copula分组模型的金融市场风险度量研究

陈振龙郝晓珍

A Study on Risk Measurement of Financial Market Based on Vine Copula Grouped Model

Chen Zhenlong & Hao Xiaozhen

统计研究 . 2018, (6): 77 -84 . DOI: 10.19343/j.cnki.11-1302/c.2018.06.008