1.
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
2.
Parameter Estimation of Archimedean Copula
Archimedean Copula函数的参数估计
3.
An Introduction to Copula and Its Application;
连接函数(Copula)及其应用
4.
The Application of Copula in Actuarial Mathematics;
Copula函数在精算数学中的应用
5.
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
6.
A comparative study of copula function correlation and correlation coefficient
相关系数与Copula函数相关性比较研究
7.
Moment Estimation of Parameters on Copulas
Copula函数中参数的矩估计方法
8.
Improving Tests for Parameters in Copula
对Copula函数中参数检验方法的改进
9.
Copula Technique and Financial Risk Analysis
连接函数(copula)技术与金融风险分析
10.
VaR Algorithm Based on Copula Theory and Its Application;
基于连接函数(Copula)理论的VaR算法及应用
11.
Discussion on the Application of Copula Function on the Calculation of Group Life Insurance;
Copula函数在团体寿险精算中的应用探讨
12.
The Construction of Bivariate Copulas Based on Real Function;
基于实值函数的二元copula的构造
13.
The Research on the Calculation of VaR Based on Copula;
基于Copula函数的风险价值测算研究
14.
Copula Theory and Its Applications in Financial Field;
连接函数(Copula)理论及其在金融中的应用
15.
The Construction of Multivariate Copulas Based on g Function;
基于g函数的多元copula的构造
16.
Measuring China Stock Market Risk by Copula Functions;
基于Copula函数的中国证券市场风险度量
17.
A Method to Select the Best-Fit Copula and Its Application;
Copula函数的选择:方法与应用
18.
Copula Function and Its Application in Finance;
Copula连接函数在金融中的应用