Dependence Structure, Risk Assessment and Hedge in Financial Markets
博士 === 逢甲大學 === 商學研究所 === 95 === Copula function is a joint distribution function of uniform random variables. It can describe various dependence structures between random variables. Since it has been a stylized fact that multivariate normality may be violated among financial asset returns, asymmetr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42879482240907208779 |