1.
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
2.
A Value-at-Rish Model Based on Conpula-EVT;
基于极值Copula的风险价值模型研究
3.
The VaR Research Base on Exteme Value Theory and Copula Theory
基于极值理论和Copula理论的VaR研究
4.
Calculate the condition VaR by extreme value theory and Copula function
基于极值理论和Copula函数的条件VaR计算
5.
The Application of Financial Market Risk Measurement Based on EVT and Copula;
金融市场风险的度量—基于极值理论和Copula的应用研究
6.
The Research of Chinese Fund Market Based on Extreme Value Theory and Copula Function of Portfolio VaR
基于极值理论和Copula函数的中国基金市场投资组合VaR研究
7.
THE PROPERTIES OF MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETER ON COPULA;
Copula函数中参数极大似然估计的性质
8.
The Construction of Bivariate Copulas Based on Real Function;
基于实值函数的二元copula的构造
9.
The Research on the Calculation of VaR Based on Copula;
基于Copula函数的风险价值测算研究
10.
An application of Copula Function to the Measurement of Value-at-Risk;
Copula函数在风险价值度量中的应用
11.
Monte Carlo Simulation by Copula to Measuring Market Risk;
Copula函数度量风险价值的Monte Carlo模拟
12.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
13.
Symmetric Bernstein Copula;
对称Bernstein Copula
14.
Study on Calculation Method of Financial Risk Analysis of Electricity Market by a Copula Based Approach;
基于copula技术的电力市场金融风险价值计算方法研究
15.
Empirical Analysis on Portfolio Risk of China s Open-end Funds Based on Copula-GARCH Model;
中国开放式基金投资组合风险值的实证基于Copula-GARCH的分析
16.
Estimating the Minimum Lower Partial Moment Hedging Ratio by the Mixed Copula Method
最小下偏矩套期保值比率估计研究——基于混合copula方法
17.
A maximum or minimum value of a function.
极大值，极小值函数的最大值或最小值
18.
minimax regret critical value
极小极大后悔临界值