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A Way of Estimating Time-varying Covariance Matrix of FX Returns with Heavy-tailed Distribution
  • 所属机构名称：浙江财经学院
  • 会议名称：International Conference on Business Intelligence and Financial Engineering
  • 成果类型：会议
  • 会场：Changsha, PEOPLES R CHINA
  • 相关项目：期权组合非线性VaR度量模型及数值方法研究
作者： Liu, Jianbo|Lv, Yi|Chen, Rongda|
同会议论文项目
期权组合非线性VaR度量模型及数值方法研究
期刊论文 16 会议论文 6
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