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.
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.
出处
《统计研究》
CSSCI
北大核心
2002年第4期48-51,共4页
Statistical Research
基金
国家自然科学基金<应用统计>项目资助研究
