中文

高频数据下基于动态Copula和“已实现波动”理论的股市投资组合风险建模及应用

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  • Status:在研

  • Supported by:国家自然科学基金委员会

  • Classification of Project:National Natural Science Foundation

  • Supported by:National Natural Science Foundation of China (NSFC)

  • Project Level:National

  • Classification of Disciplines:Management Science

  • First-Level Discipline:Management Science and Engineering

  • Date of Project Approval:2017-08-17

  • Date of Project Initiation:2018-01-01


  • 鲁训法
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