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基于Copula-POT模型的条件VaR估计——以洪灾风险为例

Release time:2021-06-12 Hits:

Affiliation of Author(s):管理学院
Journal:华南理工大学(社会科学版)
Funded by:学校社科项目
Note:2020.10.07 通过。985高校学报
Indexed by:Journal paper
Document Code:12045
ISSN No.:1009-055X
Translation or Not:no
CN No.:44-1443/C
Date of Publication:2020-07-15