Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-t-Copula Model.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/ijoe/ZhouG13
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2013
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Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-t-Copula Model.
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Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-t-Copula Model.
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