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"Dependence Structure Analysis and VaR Estimation Based on China's and ..."

Zhicheng Liang, Junwei Wang, Kin Keung Lai (2020)

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DOI: 10.1142/S0219622019500445

access: closed

type: Journal Article

metadata version: 2020-05-07

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  - journals/ijitdm/LiangWL20
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  - https://dblp.org/rec/journals/ijitdm/LiangWL20
Zhicheng Liang, Junwei Wang, Kin Keung Lai:
Dependence Structure Analysis and VaR Estimation Based on China's and International Gold Price: A Copula Approach. Int. J. Inf. Technol. Decis. Mak. 19(1): 169-193 (2020)

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