The Application of Copula Methods to Heavy-Tailed Financial Data and the Computation of Value at Risk
The Application of Copula Methods to Heavy-Tailed Financial Data and the Computation of Value at Risk
The Application of Copula Methods to Heavy-Tailed Financial Data and the Computation of Value at Risk
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Hsuan, W., & Chang, S. C. (2018). Copula-GARCH模型在多資產標的變額年金評價上的應用. 風險管理學報, 20(2), 131-164. https://www.airitilibrary.com/Article/Detail?DocID=P20140513002-201812-202104200009-202104200009-131-164