1.
The VaR Estimating on Time-varying Copula;
基于时变Copula的VaR估计
2.
The Application of Timevarying Copula and Extreme Value Copula in the Security Market Risk Measurement
证券市场风险度量—时变Copula和极值Copula的应用研究
3.
Copula Theory and Its Applications in Multivariate Financial Time Series Analysis
Copula理论及其在多变量金融时间序列分析上的应用研究
4.
In this dissertation, copula theory and its applications in multivariate financial time series analysis are studied intensively.
本文主要研究Copula理论及其在多变量金融时间序列分析上的应用。
5.
The Application of Multi-variable Financial Time Series Dependence Base on Copula Theory and MMBP
基于Copula理论、MMBP方法度量多变量金融时间序列相关性
6.
The Bivariate Distribution and Copula Function;
二维随机变量的分布与Copula函数
7.
Study for the Dependence of Tail Dependence Random Variables According to Copula;
基于Copula对尾相依随机变量相依性的研究
8.
The Measure Indexes of Relationship Dependence Based on Copula-Functions
基于Copula函数随机变量相依性指标的度量
9.
Using Copula to Analyse the Changes of Dependence Structure of International Stock Market After Subprime Crisis
次贷危机后国际股票市场相关性变动的Copula分析
10.
Symmetric Bernstein Copula;
对称Bernstein Copula
11.
The Study on the Multivariate Volatility Time Series Model Based on Copula;
基于Copula理论的多元波动时间序列模型的研究
12.
Extracting the Trends of Time Series Based on the Copular Functions
基于COPULA方法提取非线性时间序列的趋势项
13.
Analysis of Sub-Prime Loan Crisis Contagion Based on Change Point Testing Method of Copula
基于Copula变点检测的美国次级债金融危机传染分析
14.
Fitting Archimedean Copula to Data
Archimedean Copula数据拟合
15.
The functions relative to copulas and study of properties;
copula的构造以及copula之间关系的研究
16.
An Introduction to Copula and Its Application;
连接函数（Copula）及其应用
17.
Methods for Computing La-ES Based on Copula
基于Copula方法计算La-ES
18.
Parameter Estimation of Archimedean Copula
Archimedean Copula函数的参数估计