Research on Portfolio Risk Prediction Based on Copula-GJR-Skewt Model
Kun Chen
◽
Zonghang Yang
◽
Huaiqing Wang
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Libo Liu
Xingqi Zou
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Qing Yang
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Qian Hu
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Tao Yao
2012 ◽
Vol 45
(12)
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pp. 10-11
2005 ◽
Vol 33
(4)
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pp. 72
2008 ◽
Vol 38
(5)
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pp. 58
2010 ◽
Vol 40
(9)
◽
pp. 9
A Schramm
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B Schowe
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T Thor
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M Baumann
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S Dreesmann
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...
R Erbel
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S Möhlenkamp
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S Moebus
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N Lehmann
◽
A Stang
◽
...
C Haudum
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E Kolesnik
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N Tripolt
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Thomas R. Pieber
◽
B Obermayer-Pietsch