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Keyword [vine copula]
Result: 21 - 40 | Page: 2 of 4
21. Study On Portfolio Optimization Of Foreign Exchange Based On Vine Copula And CVaR
22. A Research On Liquidity Risk Based On The D-vine Copula
23. The Research On Dynamic Optimization Of High-dimensional Portfolio Based On R-Vine Copula Model
24. Research On The Pricing Of Chinese Collateralized Debt Obligations Based On Vine Copula Model
25. Analysis Of The Dependence Structure Between China’s Equity And Commodity Futures Markets Based On Vine Copula Models
26. Has The Dependence Between The Sino And Foreign Stock Market Increased Through Time?
27. Multiple Dynamic Risk Measurement Model Based On Vine Copula
28. Research On The Correlation Of Financial Markets Based On The Copula Method
29. Stock Market Risk Measurement Based On Vine Copula-GARCH-VaR Model
30. Research On Vine Copula Modeling
31. Dependence Analysis Of RMB To 25 Kinds Of Currencies Exchange Rates Fluctuations
32. A Study On The Linkage Of Asian Stock Markets-based On Vine-copula Method
33. Study On High-Dimensional Futures Portfolio Risk Management Based On Family-GARCH And R-Vine Copula
34. A Study On Risk Management Of International Portfolio
35. Bayesian Inference For C-Vine And Mixed Copula
36. Dependent Structure And The Risk Spillover In Domestic And International Financial Market
37. Financial Contagion And Stability Test Based On R Vine Copula Change-point Model
38. Analysis Of China's Manufacturing Index And Its Application
39. Research On Co-movement Of Multiple Stock Markets
40. Research On China Macroeconomic Early Warning Index
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