基于高频大数据的Copula模型动态极值风险度量及其应用研究

Status:在研

Supported by:教育部基金

Nature of Project:Humanity and Social Science Research Foundation of the Ministry of Education of China

Supported by:Ministry of education humanities and social sciences research project

Project Level:Provincial and ministerial-level

Classification of Disciplines:Management Science

First-Level Discipline:Management Science and Engineering

Date of Project Approval:2017-07-27

Date of Project Initiation:2017-07-27