A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Ping Li, Peng Shi and Guang-Dong Huang
| Year of publication: |
2005
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003276785