1.
The Construction of Multivariate Copulas Based on g Function;
基于g函数的多元copula的构造
2.
VaR Calculation of Portfolio Based on Multivariate Skewed Student t Copula Function
基于多元skst-Copula函数的资产组合VaR计算
3.
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
4.
Multivariate Copula-GARCH Model and Its Applications in Financial Risk Analysis;
多元Copula-GARCH模型及其在金融风险分析上的应用
5.
Application of Copula Theory in Correlation Analysis and Its Multiple Extension
Copula理论在相关性分析中的应用及其多元扩展
6.
Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk
多元Copula-GARCH模型及其在期货风险分析中的应用
7.
Risk Analysis of Portfolio Investment Based on Kernel Estimation and Multivariate Archimedean Copula;
基于核估计及多元阿基米德Copula的投资组合风险分析
8.
Study of the Wetness-Dryness Compensation Characteristics of Luan River Diversion Reservoirs' Inflow Based on Multivariate Copula Functions
基于多元Copula函数的引滦水库径流丰枯补偿特性研究
9.
A New Method of Constructing Bivariate Copula;
一种构造二元Copula的新方法
10.
The Construction of Bivariate Copulas Based on Real Function;
基于实值函数的二元copula的构造
11.
Research on Composite Construction of Archimedean COPULA' Generators
阿基米德COPULA生成元的复合构造研究
12.
An Analysis to Dependence Patterns in a Polynomial Copula Approach;
多项式Copula方法对市场相关结构的分析
13.
Portfolio CVaR Analyses based on the Multi-dimensional Copula Function;
基于多维Copula函数的投资组合CVaR分析
14.
Multinomial Logit model based on Gumbel Copula
基于Gumbel Copula函数的多维Logit模型
15.
The Study and Applicability Involving Dependence between Random Varieties Based on Copulas;
基于Copula对随机元间相依性的研究及其应用
16.
Pricing and Risk Measuring of Financial Multi-asset Based on the Copula Theory;
基于Copula理论的多金融资产定价与风险测度
17.
Symmetric Bernstein Copula;
对称Bernstein Copula
18.
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