Time-varying Copula - Globe Thesis

Keyword [Time-varying Copula] Result: 1 - 20 \| Page: 1 of 2
1.	The Application Of Timevarying Copula And Extreme Value Copula In The Security Market Risk Measurement
2.	The Application Of Copula Method On Portfolio And Financial Risk Management
3.	Copula Function And Its Application In The Dependence Analysis Between Stock Markets
4.	The Research Of Hedging Efficiency Of Commodity Futures Based Lower Partial Moment
5.	Based The Copula Function Stock Correlation Analysis Systems Design And Implementation,
6.	Co-Movement Between Chinese And Foreign Stock Markets:a Nonparametric And Semi-Parametric Modelling Study
7.	A Study On The Volatility Spillover Between Securities Markets Based On Time-varying Copula Models
8.	An Applied Study On Risk Management Of The Open-end Fund Portfolio Based On Copula Methods
9.	Measurement Study Of The Foreign Exchange Portfolio Risk
10.	A△Covar Measurement Method Based On Time-Varying Parametric Copula
11.	Dependence Study Between Chinext And Shanghai Stock Exchange By A Copula Approach
12.	Comparative Study On The Measurement Precision Of Portfolio Risk Model Under The Background Of Financial Contagion
13.	Time-varying Copula Functions And Its Application In The Study Of Relationship Between The Stock Index
14.	Study Of Dependence Between Index Future Basis And Liquidity
15.	Analysis Of Sub-prime Loan Crisis Contagion Based On Non-Parametric Time-varying Copula
16.	Risk Measures Of Ruble’s Exchange Rate And Brent Based On The Extreme Value And The Analysis Of Timevarying Correlation
17.	Research On The Pricing Method Of Mortgage Debt Securities (CDO) And Its Application
18.	International Oil Markets Risk Manage Ment:atime-varying Copula-VaR Approach
19.	The Economic Capital Measurement And Allocation Of Investment Market Risk In The Life Insurance Company
20.	Analysis Of The Correlation Between Macro-economy And Stock Market Volatility Based On Time-varying Copula
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