Copula相依结构下沪深股指波动及动态VaR计量
占梦雅, 许伟
The Volatility of Shanghai and Shenzhen Stock Indexes and Its Dynamic VaR Measurement with the Copula Dependence
ZHAN Meng-Ya, XU Wei
华东师范大学学报(哲学社会科学版) . 2011, (6): 123 -130 .