A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Year of publication: |
2005
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Authors: | Lin, Ping ; Shi, Peng ; Huang, Guang-Dong |
Published in: |
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings. - Berlin : Springer, ISBN 3-540-30900-4. - 2005, p. 481-490
|
Subject: | Risiko | Risk | Messung | Measurement | Börsenkurs | Share price | Aktienindex | Stock index | Theorie | Theory | China | Multivariate Verteilung | Multivariate distribution |
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