location: Current position: Home >> Scientific Research >> Paper Publications

Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model. The 9th (2017) International Conference on Financial Risk and Corporate Finance Management

Hits:

Indexed by:会议论文

Date of Publication:2017-01-01

Page Number:305-310

Pre One:考虑交易对手间三种违约相关情景下的CDS定价——基于单因子Copula模型的模拟

Next One:A cellular automata model for forest fire spreading simulation