Research of Copula for Dependence Structure and Appiled Risk Management in Different Markets Index
碩士 === 亞洲大學 === 財務金融學系碩士班 === 98 === This research takes Copula model to simulate dependence structures between two indexes and two indexes including Taiwan weighted index, Shanghai Composite Index, Japan's Nikkei 225 index and South Korea's composite index, and uses Lehman’s announcement...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16688478408845886127 |