R-藤Pair Copula模型下的投资组合最优套期保值比例研究 (Q5193805)
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scientific article; zbMATH DE number 7108307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | R-藤Pair Copula模型下的投资组合最优套期保值比例研究 |
scientific article; zbMATH DE number 7108307 |
Statements
20 September 2019
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pair copula
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GARCH
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CVaR
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hedge ratio
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R-藤Pair Copula模型下的投资组合最优套期保值比例研究 (English)
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