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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 , Ministry of education humanities and social sciences research project , 2017-07-27 , 在研
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 , National Natural Science Foundation of China (NSFC) , 2017-08-17 , 在研
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