连接函数(copula)技术与金融风险分析
2002-04-15分类号:F830
【部门】上海财经大学
【摘要】Copula tachnique is a kind of comparatively new method of financial risk analysis, whose core is to connect the co distribution of many random variances with their fringe distributions. This coincides exactly with the method to decompose risks into different components in financial risk analysis.
【关键词】金融风险 连接函数 联合分布
【基金】国家自然科学基金《应用统计》项目资助研究
【所属期刊栏目】统计研究
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